+25.9%
SWKS vs CTAS
+650.4%
-624.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.7% |
| 7D | +12.5% | -1.8% | +14.3% | +13.7% |
| 30D | +10.5% | -0.2% | +10.7% | +10.5% |
| 3M | -7.4% | +11.7% | -19.1% | -15.1% |
| 6M | +32.7% | +0.7% | +32.0% | +29.5% |
| YTD | +19.2% | +7.4% | +11.8% | +11.4% |
| 1Y | +2.4% | -2.1% | +4.5% | +1.7% |
| 3Y | -25.6% | +62.9% | -88.6% | -48.6% |
| 5Y | -53.4% | +111.9% | -165.3% | -73.0% |
| All | +25.9% | +650.4% | -624.5% | -63.5% |
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