-43.6%
SWKS vs CNI
+2.7%
-46.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.5% |
| 7D | -6.2% | +0.3% | -6.5% | -6.5% |
| 30D | -1.5% | +7.2% | -8.7% | -6.4% |
| 3M | +23.0% | -1.3% | +24.3% | +23.6% |
| 6M | +27.6% | +11.8% | +15.8% | +16.4% |
| YTD | +32.3% | +27.7% | +4.6% | +8.0% |
| 1Y | +20.1% | +33.5% | -13.4% | -5.4% |
| 3Y | +0.6% | +19.3% | -18.7% | -15.2% |
| All | -43.6% | +2.7% | -46.3% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling