-25.2%
SWKS vs CP
+17.1%
-42.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | +12.5% | -2.7% | +15.2% | +14.2% |
| 30D | +10.5% | +0.2% | +10.3% | +10.2% |
| 3M | -7.4% | +2.6% | -10.0% | -9.4% |
| 6M | +32.7% | +6.0% | +26.7% | +26.2% |
| YTD | +19.2% | +24.9% | -5.8% | +1.0% |
| 1Y | +2.4% | +20.1% | -17.7% | -11.0% |
| All | -25.2% | +17.1% | -42.3% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling