+4,235.0%
SWKS vs CNI
+6,804.3%
-2,569.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.3% | +5.5% |
| 7D | +5.7% | -1.1% | +6.8% | +6.5% |
| 30D | +17.3% | +7.6% | +9.7% | +11.3% |
| 3M | +28.3% | +1.6% | +26.7% | +26.4% |
| 6M | +26.1% | +16.6% | +9.5% | +12.2% |
| YTD | +41.1% | +31.3% | +9.8% | +14.8% |
| 1Y | +31.4% | +35.2% | -3.8% | +4.6% |
| 3Y | +7.3% | +21.5% | -14.2% | -8.4% |
| 5Y | -37.7% | +8.5% | -46.2% | -42.9% |
| 10Y | +46.0% | +142.9% | -96.9% | -24.0% |
| All | +4,235.0% | +6,804.3% | -2,569.3% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling