+25.9%
SWKS vs CPB
-47.3%
+73.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +4.0% |
| 7D | +12.5% | -8.6% | +21.1% | +13.8% |
| 30D | +10.5% | -7.2% | +17.7% | +11.5% |
| 3M | -7.4% | +0.9% | -8.3% | -7.8% |
| 6M | +32.7% | -11.8% | +44.5% | +34.4% |
| YTD | +19.2% | -19.4% | +38.6% | +22.4% |
| 1Y | +2.4% | -30.4% | +32.8% | +7.2% |
| 3Y | -25.6% | -40.2% | +14.5% | -21.2% |
| 5Y | -53.4% | -39.5% | -13.9% | -51.4% |
| All | +25.9% | -47.3% | +73.2% | +41.1% |
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