+41.7%
SWKS vs CTVA
+198.5%
-156.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -3.1% | +2.4% | -5.6% | -4.2% |
| 30D | +8.3% | -8.1% | +16.4% | +11.8% |
| 3M | +20.2% | +6.3% | +13.9% | +15.4% |
| 6M | +24.9% | +0.4% | +24.5% | +21.9% |
| YTD | +33.2% | +21.8% | +11.3% | +19.0% |
| 1Y | +23.6% | +24.9% | -1.3% | +9.2% |
| 3Y | +1.3% | +92.3% | -91.0% | -27.2% |
| 5Y | -40.6% | +78.9% | -119.5% | -57.1% |
| All | +41.7% | +198.5% | -156.7% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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