+2.4%
SWKS vs CNI
+29.8%
-27.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +12.5% | -2.1% | +14.6% | +13.1% |
| 30D | +10.5% | -3.3% | +13.8% | +11.4% |
| 3M | -7.4% | +3.8% | -11.2% | -8.7% |
| 6M | +32.7% | +12.7% | +20.0% | +25.5% |
| YTD | +19.2% | +26.3% | -7.1% | +5.8% |
| 1Y | +2.4% | +29.9% | -27.5% | -10.9% |
| All | +2.4% | +29.8% | -27.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling