-36.5%
SWKS vs CTAS
+115.4%
-151.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +9.4% | +1.7% | +7.7% | +8.4% |
| 30D | +17.0% | +8.4% | +8.5% | +11.2% |
| 3M | +28.9% | +13.0% | +15.9% | +19.1% |
| 6M | +33.1% | +39.1% | -5.9% | +5.4% |
| YTD | +44.8% | +21.2% | +23.6% | +25.5% |
| 1Y | +36.2% | +21.6% | +14.6% | +17.7% |
| 3Y | +11.5% | +73.2% | -61.8% | -30.4% |
| All | -36.5% | +115.4% | -151.9% | -70.3% |
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