-36.5%
SWKS vs COR
+203.9%
-240.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.5% |
| 7D | +9.4% | +7.8% | +1.6% | +8.2% |
| 30D | +17.0% | +7.0% | +10.0% | +15.8% |
| 3M | +28.9% | +16.3% | +12.7% | +25.7% |
| 6M | +33.1% | +41.3% | -8.1% | +23.9% |
| YTD | +44.8% | +7.1% | +37.7% | +42.3% |
| 1Y | +36.2% | -0.8% | +37.0% | +35.5% |
| 3Y | +11.5% | +85.0% | -73.5% | -6.3% |
| All | -36.5% | +203.9% | -240.4% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling