+1.5%
SWKS vs CVE
+59.0%
-57.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.6% | +4.7% | -0.5% |
| 7D | -4.9% | -12.1% | +7.1% | -1.2% |
| 30D | -1.2% | -9.8% | +8.6% | +1.7% |
| 3M | +24.2% | -0.7% | +24.9% | +23.7% |
| 6M | +21.5% | -4.3% | +25.8% | +21.9% |
| YTD | +33.5% | +70.6% | -37.1% | +6.0% |
| 1Y | +18.9% | +73.2% | -54.2% | -6.6% |
| All | +1.5% | +59.0% | -57.5% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling