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  • SWKS vs CSGP✓SelectedUSD · CSGPSWKS vs CSGP performance historyLatest closeAs of+3.52%09/04
Stock and ETF performance explorer

SWKS vs CSGP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+25.9%
CSGP return
+45.2%
Excess return
-19.4%
Maximum drawdown
-72.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCSGPExcessAlpha
1D+3.5%-2.4%+6.0%+4.6%
7D+12.5%-4.1%+16.6%+14.5%
30D+10.5%+2.3%+8.2%+8.4%
3M-7.4%-8.2%+0.8%-5.8%
6M+32.7%-35.1%+67.7%+58.6%
YTD+19.2%-54.0%+73.2%+67.2%
1Y+2.4%-65.3%+67.7%+65.7%
3Y-25.6%-62.6%+36.9%+12.2%
5Y-53.4%-64.8%+11.4%-30.1%
All+25.9%+45.2%-19.4%-11.6%

Cumulative growth

Daily Returns

Daily percentage return beside CSGP.

Daily Out/Under-Performance

Portfolio return minus CSGP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CSGP 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 CSGP 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