+25.9%
SWKS vs CSGP
+45.2%
-19.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 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