+0.6%
SWKS vs CPB
-36.0%
+36.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | -6.2% | +8.0% | -14.1% | -7.2% |
| 30D | -1.5% | +22.4% | -23.9% | -4.4% |
| 3M | +23.0% | +2.5% | +20.4% | +22.3% |
| 6M | +27.6% | +12.2% | +15.4% | +24.3% |
| YTD | +32.3% | -12.8% | +45.1% | +36.4% |
| 1Y | +20.1% | -19.2% | +39.3% | +25.6% |
| 3Y | +0.6% | -35.6% | +36.2% | +7.6% |
| All | +0.6% | -36.0% | +36.6% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling