+32.4%
SWKS vs COR
+534.3%
-501.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.4% |
| 7D | -2.7% | +2.3% | -5.1% | -3.6% |
| 30D | +8.5% | +6.8% | +1.7% | +6.0% |
| 3M | +17.3% | +8.1% | +9.2% | +13.5% |
| 6M | +25.1% | +33.0% | -7.9% | +11.9% |
| YTD | +33.3% | +3.0% | +30.4% | +29.8% |
| 1Y | +22.9% | -3.4% | +26.3% | +22.1% |
| 3Y | +5.5% | +80.1% | -74.6% | -19.1% |
| 5Y | -41.9% | +194.7% | -236.6% | -64.4% |
| 10Y | +32.4% | +512.3% | -479.8% | -34.9% |
| All | +32.4% | +534.3% | -501.9% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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