+32.1%
SWKS vs CTAS
+840.0%
-807.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.3% |
| 7D | -6.2% | +1.2% | -7.3% | -6.9% |
| 30D | -1.5% | +12.8% | -14.3% | -8.9% |
| 3M | +23.0% | +10.3% | +12.7% | +14.7% |
| 6M | +27.6% | +32.0% | -4.4% | +4.4% |
| YTD | +32.3% | +19.1% | +13.2% | +15.2% |
| 1Y | +20.1% | +21.5% | -1.4% | +3.2% |
| 3Y | +0.6% | +76.0% | -75.4% | -33.8% |
| 5Y | -42.3% | +110.9% | -153.2% | -66.6% |
| All | +32.1% | +840.0% | -807.8% | -61.9% |
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