+8,794.6%
SWKS vs CPB
+366.5%
+8,428.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -9.2% | +11.6% | -20.8% | -11.1% |
| 30D | -1.9% | +23.3% | -25.2% | -5.8% |
| 3M | +21.2% | +1.6% | +19.6% | +20.4% |
| 6M | +12.9% | +13.9% | -1.1% | +9.3% |
| YTD | +30.7% | -11.7% | +42.4% | +32.5% |
| 1Y | +14.1% | -18.2% | +32.4% | +17.3% |
| 3Y | -1.7% | -35.2% | +33.5% | +4.5% |
| 5Y | -43.0% | -30.5% | -12.5% | -41.1% |
| 10Y | +34.3% | -37.1% | +71.5% | +37.7% |
| All | +8,794.6% | +366.5% | +8,428.1% | +6,489.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling