+12.9%
SWKS vs CTAS
+36.4%
-23.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -2.5% |
| 7D | -9.2% | +3.8% | -13.0% | -8.0% |
| 30D | -1.9% | +15.5% | -17.4% | +3.2% |
| 3M | +21.2% | +12.7% | +8.5% | +26.9% |
| 6M | +12.9% | +34.5% | -21.6% | +23.6% |
| All | +12.9% | +36.4% | -23.5% | +23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling