+2,318.0%
SWKS vs COR
+18,010.7%
-15,692.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +2.0% | -0.9% |
| 7D | -9.2% | +2.8% | -12.0% | -10.0% |
| 30D | -1.9% | +7.4% | -9.3% | -4.0% |
| 3M | +21.2% | +7.3% | +13.9% | +18.1% |
| 6M | +12.9% | +11.5% | +1.4% | +8.3% |
| YTD | +30.7% | +1.2% | +29.6% | +28.4% |
| 1Y | +14.1% | -3.3% | +17.4% | +13.4% |
| 3Y | -1.7% | +78.5% | -80.2% | -19.4% |
| 5Y | -43.0% | +183.0% | -226.0% | -59.6% |
| 10Y | +34.3% | +545.4% | -511.1% | -26.8% |
| All | +2,318.0% | +18,010.7% | -15,692.7% | +471.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling