+2.4%
SWKS vs CPB
-32.6%
+35.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +3.9% |
| 7D | +12.5% | -8.6% | +21.1% | +13.6% |
| 30D | +10.5% | -7.2% | +17.7% | +11.4% |
| 3M | -7.4% | +0.9% | -8.3% | -7.5% |
| 6M | +32.7% | -11.8% | +44.5% | +36.5% |
| YTD | +19.2% | -19.4% | +38.6% | +25.4% |
| 1Y | +2.4% | -30.4% | +32.8% | +10.8% |
| All | +2.4% | -32.6% | +35.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling