+32.1%
SWKS vs COR
+524.4%
-492.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.8% |
| 7D | -6.2% | +0.8% | -7.0% | -6.5% |
| 30D | -1.5% | +5.1% | -6.6% | -3.2% |
| 3M | +23.0% | +2.8% | +20.1% | +21.0% |
| 6M | +27.6% | +32.5% | -4.9% | +14.3% |
| YTD | +32.3% | -0.7% | +33.0% | +30.3% |
| 1Y | +20.1% | -6.7% | +26.8% | +20.7% |
| 3Y | +0.6% | +73.7% | -73.1% | -21.6% |
| 5Y | -42.3% | +177.9% | -220.2% | -63.5% |
| All | +32.1% | +524.4% | -492.3% | -34.5% |
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