-43.6%
SWKS vs CNH
-14.7%
-28.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.5% | -0.1% |
| 7D | -6.2% | -1.7% | -4.5% | -5.4% |
| 30D | -1.5% | -7.2% | +5.7% | +1.9% |
| 3M | +23.0% | +6.5% | +16.4% | +17.3% |
| 6M | +27.6% | +7.9% | +19.7% | +20.1% |
| YTD | +32.3% | +26.6% | +5.7% | +12.3% |
| 1Y | +20.1% | +13.8% | +6.4% | +7.6% |
| 3Y | +0.6% | +9.2% | -8.5% | -9.1% |
| All | -43.6% | -14.7% | -28.9% | -44.7% |
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