+30.5%
SWKS vs CSGP
+71.3%
-40.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.4% |
| 7D | -9.2% | +13.9% | -23.1% | -14.5% |
| 30D | -1.9% | +16.0% | -17.9% | -10.0% |
| 3M | +21.2% | +6.1% | +15.1% | +14.4% |
| 6M | +12.9% | -8.2% | +21.1% | +11.9% |
| YTD | +30.7% | -52.3% | +83.1% | +76.4% |
| 1Y | +14.1% | -54.5% | +68.6% | +57.4% |
| 3Y | -1.7% | -58.6% | +56.9% | +38.1% |
| 5Y | -43.0% | -61.5% | +18.5% | -19.5% |
| All | +30.5% | +71.3% | -40.8% | -18.4% |
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