+50.2%
SWKS vs CTVA
+197.7%
-147.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.2% | +6.2% | +6.1% |
| 7D | +5.7% | -1.0% | +6.7% | +6.1% |
| 30D | +17.3% | -8.7% | +26.0% | +21.4% |
| 3M | +28.3% | +6.4% | +21.9% | +23.1% |
| 6M | +26.1% | -1.9% | +27.9% | +24.2% |
| YTD | +41.1% | +21.5% | +19.6% | +26.2% |
| 1Y | +31.4% | +24.3% | +7.1% | +16.4% |
| 3Y | +7.3% | +91.8% | -84.5% | -22.8% |
| 5Y | -37.7% | +78.4% | -116.1% | -55.0% |
| All | +50.2% | +197.7% | -147.6% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling