+32.1%
SWKS vs CP
+253.8%
-221.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +2.3% |
| 7D | -6.2% | +2.8% | -8.9% | -8.0% |
| 30D | -1.5% | +10.2% | -11.7% | -7.8% |
| 3M | +23.0% | +2.4% | +20.6% | +20.4% |
| 6M | +27.6% | +7.7% | +19.9% | +19.6% |
| YTD | +32.3% | +26.0% | +6.3% | +10.9% |
| 1Y | +20.1% | +34.6% | -14.5% | -3.9% |
| 3Y | +0.6% | +26.7% | -26.0% | -17.3% |
| 5Y | -42.3% | +24.9% | -67.2% | -53.1% |
| All | +32.1% | +253.8% | -221.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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