-43.6%
SWKS vs CPB
-31.3%
-12.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | -6.2% | +8.0% | -14.1% | -6.7% |
| 30D | -1.5% | +22.4% | -23.9% | -3.1% |
| 3M | +23.0% | +2.5% | +20.4% | +22.6% |
| 6M | +27.6% | +12.2% | +15.4% | +25.8% |
| YTD | +32.3% | -12.8% | +45.1% | +34.3% |
| 1Y | +20.1% | -19.2% | +39.3% | +22.7% |
| 3Y | +0.6% | -35.6% | +36.2% | +4.0% |
| All | -43.6% | -31.3% | -12.2% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling