+32.4%
SWKS vs CPB
-39.9%
+72.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.9% |
| 7D | -2.7% | +3.3% | -6.0% | -3.2% |
| 30D | +8.5% | +19.0% | -10.5% | +6.1% |
| 3M | +17.3% | +0.4% | +16.8% | +17.0% |
| 6M | +25.1% | +13.0% | +12.1% | +22.5% |
| YTD | +33.3% | -12.7% | +46.1% | +35.2% |
| 1Y | +22.9% | -20.9% | +43.8% | +26.2% |
| 3Y | +5.5% | -35.4% | +40.9% | +10.3% |
| 5Y | -41.9% | -32.3% | -9.6% | -40.5% |
| 10Y | +32.4% | -40.5% | +73.0% | +32.4% |
| All | +32.4% | -39.9% | +72.4% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling