-41.9%
SWKS vs COR
+192.5%
-234.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.3% |
| 7D | -2.7% | +2.3% | -5.1% | -3.1% |
| 30D | +8.5% | +6.8% | +1.7% | +7.4% |
| 3M | +17.3% | +8.1% | +9.2% | +15.6% |
| 6M | +25.1% | +33.0% | -7.9% | +17.6% |
| YTD | +33.3% | +3.0% | +30.4% | +31.8% |
| 1Y | +22.9% | -3.4% | +26.3% | +22.7% |
| 3Y | +5.5% | +80.1% | -74.6% | -11.1% |
| 5Y | -41.9% | +194.7% | -236.6% | -61.0% |
| All | -41.9% | +192.5% | -234.4% | -61.0% |
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