+25.9%
SWKS vs CVE
+159.5%
-133.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.8% |
| 7D | +12.5% | +2.5% | +10.0% | +11.9% |
| 30D | +10.5% | +16.7% | -6.2% | +6.8% |
| 3M | -7.4% | +9.3% | -16.7% | -9.6% |
| 6M | +32.7% | +43.6% | -10.9% | +21.8% |
| YTD | +19.2% | +93.6% | -74.4% | +2.2% |
| 1Y | +2.4% | +98.8% | -96.4% | -13.0% |
| 3Y | -25.6% | +73.6% | -99.2% | -36.1% |
| 5Y | -53.4% | +312.5% | -365.9% | -67.0% |
| All | +25.9% | +159.5% | -133.6% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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