+50.8%
SWKS vs CTAS
+814.6%
-763.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +9.4% | +2.0% | +7.5% | +8.2% |
| 30D | +17.0% | +8.7% | +8.3% | +10.8% |
| 3M | +28.9% | +13.3% | +15.7% | +18.4% |
| 6M | +33.1% | +39.4% | -6.2% | +5.3% |
| YTD | +44.8% | +21.5% | +23.3% | +24.6% |
| 1Y | +36.2% | +21.9% | +14.3% | +16.9% |
| 3Y | +11.5% | +73.6% | -62.2% | -25.9% |
| 5Y | -37.1% | +116.2% | -153.3% | -64.1% |
| All | +50.8% | +814.6% | -763.7% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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