-53.0%
SWKS vs CTAS
+113.1%
-166.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.0% |
| 6M | +32.7% | +0.7% | +32.0% | +30.2% |
| YTD | +19.2% | +7.4% | +11.8% | +11.7% |
| 1Y | +2.4% | -2.1% | +4.5% | +2.5% |
| 3Y | -25.6% | +62.9% | -88.6% | -52.0% |
| All | -53.0% | +113.1% | -166.1% | -77.0% |
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