-53.0%
SWKS vs CNH
+11.5%
-64.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +1.5% |
| 7D | +12.5% | +23.3% | -10.8% | +1.3% |
| 30D | +10.5% | +33.5% | -23.0% | -4.9% |
| 3M | -7.4% | +32.7% | -40.1% | -20.5% |
| 6M | +32.7% | +22.2% | +10.5% | +17.3% |
| YTD | +19.2% | +57.7% | -38.5% | -8.5% |
| 1Y | +2.4% | +28.0% | -25.6% | -12.4% |
| 3Y | -25.6% | +11.5% | -37.2% | -33.0% |
| All | -53.0% | +11.5% | -64.5% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling