+8,007.1%
SWKS vs CPB
+325.7%
+7,681.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +4.2% |
| 7D | +12.5% | -8.6% | +21.1% | +14.3% |
| 30D | +10.5% | -7.2% | +17.7% | +11.9% |
| 3M | -7.4% | +0.9% | -8.3% | -8.0% |
| 6M | +32.7% | -11.8% | +44.5% | +34.9% |
| YTD | +19.2% | -19.4% | +38.6% | +23.3% |
| 1Y | +2.4% | -30.4% | +32.8% | +8.7% |
| 3Y | -25.6% | -40.2% | +14.5% | -19.6% |
| 5Y | -53.4% | -39.5% | -13.9% | -50.4% |
| 10Y | +23.2% | -47.4% | +70.5% | +31.2% |
| All | +8,007.1% | +325.7% | +7,681.4% | +6,028.7% |
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