+32.4%
SWKS vs CNI
+145.2%
-112.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | -1.1% |
| 7D | -2.7% | +0.3% | -3.1% | -3.1% |
| 30D | +8.5% | +8.0% | +0.5% | +2.2% |
| 3M | +17.3% | +1.0% | +16.3% | +15.9% |
| 6M | +25.1% | +15.2% | +9.9% | +11.2% |
| YTD | +33.3% | +30.9% | +2.4% | +6.4% |
| 1Y | +22.9% | +36.2% | -13.3% | -5.0% |
| 3Y | +5.5% | +22.6% | -17.1% | -12.4% |
| 5Y | -41.9% | +6.4% | -48.3% | -46.9% |
| 10Y | +32.4% | +142.0% | -109.6% | -34.9% |
| All | +32.4% | +145.2% | -112.7% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling