-53.0%
SWKS vs CSGP
-64.7%
+11.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +6.0% | +4.4% |
| 7D | +12.5% | -4.1% | +16.6% | +14.1% |
| 30D | +10.5% | +2.3% | +8.2% | +8.8% |
| 3M | -7.4% | -8.2% | +0.8% | -5.9% |
| 6M | +32.7% | -35.1% | +67.7% | +55.1% |
| YTD | +19.2% | -54.0% | +73.2% | +61.1% |
| 1Y | +2.4% | -65.3% | +67.7% | +57.5% |
| 3Y | -25.6% | -62.6% | +36.9% | +7.3% |
| All | -53.0% | -64.7% | +11.7% | -40.4% |
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 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