-17.1%
SWKS vs CNI
+20.0%
-37.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.4% |
| 7D | +12.5% | -2.1% | +14.6% | +13.9% |
| 30D | +10.5% | -3.3% | +13.8% | +12.7% |
| 3M | -7.4% | +3.8% | -11.2% | -10.2% |
| 6M | +32.7% | +12.7% | +20.0% | +20.5% |
| YTD | +19.2% | +26.3% | -7.1% | -0.9% |
| 1Y | +2.4% | +29.9% | -27.5% | -17.0% |
| All | -17.1% | +20.0% | -37.1% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling