-37.0%
SWKS vs CTVA
+34.5%
-71.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -24.3% | +27.0% | +9.5% |
| 7D | +10.9% | -23.7% | +34.5% | +17.9% |
| 30D | +17.6% | -31.2% | +48.8% | +29.2% |
| 3M | +29.2% | -18.7% | +47.9% | +32.6% |
| 6M | +37.0% | -25.5% | +62.5% | +44.0% |
| YTD | +44.9% | -8.0% | +52.9% | +40.1% |
| 1Y | +33.8% | -7.0% | +40.8% | +28.8% |
| 3Y | +10.2% | +45.2% | -35.0% | -9.3% |
| 5Y | -37.0% | +32.3% | -69.3% | -45.4% |
| All | -37.0% | +34.5% | -71.5% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling