+747.0%
SWKS vs CVE
+67.4%
+679.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.6% | +4.7% | -0.8% |
| 7D | -4.9% | -12.1% | +7.1% | -1.6% |
| 30D | -1.2% | -9.8% | +8.6% | +1.4% |
| 3M | +24.2% | -0.7% | +24.9% | +23.8% |
| 6M | +21.5% | -4.3% | +25.8% | +21.6% |
| YTD | +33.5% | +70.6% | -37.1% | +12.9% |
| 1Y | +18.9% | +73.2% | -54.2% | -0.1% |
| 3Y | +0.4% | +60.3% | -60.0% | -15.5% |
| 5Y | -44.3% | +159.3% | -203.6% | -60.7% |
| 10Y | +37.1% | +147.4% | -110.3% | -18.7% |
| All | +747.0% | +67.4% | +679.6% | +489.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling