-43.0%
SWKS vs CTAS
+113.7%
-156.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.4% |
| 7D | -9.2% | +3.8% | -13.0% | -11.2% |
| 30D | -1.9% | +15.5% | -17.4% | -10.2% |
| 3M | +21.2% | +12.7% | +8.5% | +12.1% |
| 6M | +12.9% | +34.5% | -21.6% | -8.6% |
| YTD | +30.7% | +21.3% | +9.4% | +13.3% |
| 1Y | +14.1% | +23.1% | -8.9% | -2.3% |
| 3Y | -1.7% | +79.3% | -81.0% | -40.3% |
| 5Y | -43.0% | +114.7% | -157.7% | -73.3% |
| All | -43.0% | +113.7% | -156.7% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling