-44.3%
SWKS vs CSGP
-61.6%
+17.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.9% | -4.2% |
| 7D | -4.9% | +18.3% | -23.2% | -10.4% |
| 30D | -1.2% | +17.8% | -19.0% | -8.1% |
| 3M | +24.2% | +9.3% | +14.9% | +17.4% |
| 6M | +21.5% | -7.9% | +29.4% | +21.4% |
| YTD | +33.5% | -51.5% | +85.0% | +75.7% |
| 1Y | +18.9% | -53.3% | +72.2% | +59.1% |
| 3Y | +0.4% | -57.9% | +58.3% | +37.1% |
| 5Y | -44.3% | -61.3% | +17.0% | -23.1% |
| All | -44.3% | -61.6% | +17.3% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling