Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Test portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Jun 9, 2025, corresponding to the inception date of CSW
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Test portfolio | -0.95% | -2.72% | 12.22% | 17.11% | — | — | — | — |
| Portfolio components: | ||||||||
ANF Abercrombie & Fitch Co. | -2.13% | -7.02% | -26.71% | 7.68% | 10.62% | 48.98% | 21.77% | 13.35% |
APH Amphenol Corporation | 0.23% | -1.02% | -5.10% | 3.98% | 89.85% | 47.86% | 32.00% | 25.52% |
ARES Ares Management Corporation | -3.19% | -7.83% | -35.76% | -30.28% | -31.14% | 10.98% | 15.80% | 26.24% |
CAMT Camtek Ltd | -0.61% | -3.00% | 48.32% | 34.23% | 162.14% | 78.27% | 37.23% | 55.71% |
COOP Mr. Cooper Group Inc. | — | — | — | — | — | — | — | — |
CSW CSW Industrials Inc | -0.09% | -11.84% | -11.22% | 3.44% | — | — | — | — |
CW Curtiss-Wright Corporation | -0.30% | -0.98% | 26.09% | 29.56% | 113.68% | 57.80% | 42.63% | 25.56% |
EME EMCOR Group, Inc. | -0.43% | 2.72% | 23.69% | 14.65% | 96.87% | 66.73% | 46.59% | 32.35% |
FIX Comfort Systems USA, Inc. | -0.79% | 1.92% | 51.93% | 70.33% | 315.21% | 113.82% | 80.31% | 47.35% |
FTAI Fortress Transportation and Infrastructure Investors LLC | -2.85% | -13.72% | 23.50% | 41.51% | 111.12% | 109.67% | 58.98% | 46.24% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 10, 2025, Test portfolio's average daily return is +0.20%, while the average monthly return is +3.59%. At this rate, your investment would double in approximately 1.6 years.
Historically, 91% of months were positive and 9% were negative. The best month was Jan 2026 with a return of +10.9%, while the worst month was Mar 2026 at -7.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 1 months.
On a daily basis, Test portfolio closed higher 55% of trading days. The best single day was Feb 6, 2026 with a return of +4.8%, while the worst single day was Mar 26, 2026 at -4.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.85% | 7.57% | -7.06% | 1.26% | 12.22% | ||||||||
| 2025 | 4.46% | 8.84% | 1.46% | 6.05% | 4.38% | 0.91% | 0.77% | 29.84% |
Benchmark Metrics
Test portfolio has an annualized alpha of 34.97%, beta of 1.63, and R² of 0.58 versus S&P 500 Index. Calculated based on daily prices since June 10, 2025.
- This portfolio captured 286.09% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -14.00%) — a profile typical of hedging or uncorrelated assets.
- This portfolio generated an annualized alpha of 34.97% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 1.63 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.
- Alpha
- 34.97%
- Beta
- 1.63
- R²
- 0.58
- Upside Capture
- 286.09%
- Downside Capture
- -14.00%
Expense Ratio
Test portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
ANF Abercrombie & Fitch Co. | 48 | 0.16 | 0.80 | 1.10 | 0.46 | 0.88 |
APH Amphenol Corporation | 88 | 2.20 | 2.57 | 1.39 | 3.37 | 11.48 |
ARES Ares Management Corporation | 14 | -0.68 | -0.75 | 0.90 | -0.59 | -1.46 |
CAMT Camtek Ltd | 92 | 2.63 | 3.00 | 1.37 | 6.32 | 17.20 |
COOP Mr. Cooper Group Inc. | — | — | — | — | — | — |
CSW CSW Industrials Inc | — | — | — | — | — | — |
CW Curtiss-Wright Corporation | 96 | 3.28 | 3.61 | 1.51 | 8.86 | 25.74 |
EME EMCOR Group, Inc. | 90 | 2.42 | 2.74 | 1.41 | 4.05 | 10.46 |
FIX Comfort Systems USA, Inc. | 99 | 5.72 | 5.22 | 1.72 | 24.01 | 81.57 |
FTAI Fortress Transportation and Infrastructure Investors LLC | 86 | 1.64 | 2.31 | 1.32 | 4.10 | 10.71 |
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Dividends
Dividend yield
Test portfolio provided a 1.12% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.12% | 1.04% | 1.17% | 0.92% | 1.29% | 0.72% | 0.87% | 2.09% | 1.55% | 1.70% | 2.69% | 1.42% |
| Portfolio components: | ||||||||||||
ANF Abercrombie & Fitch Co. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.98% | 4.63% | 3.99% | 4.59% | 6.67% | 2.96% |
APH Amphenol Corporation | 0.65% | 0.55% | 0.79% | 1.07% | 1.06% | 0.89% | 0.80% | 0.89% | 1.09% | 0.80% | 0.86% | 1.01% |
ARES Ares Management Corporation | 5.42% | 3.29% | 2.10% | 2.59% | 3.57% | 2.31% | 3.40% | 3.59% | 7.50% | 5.65% | 4.32% | 6.81% |
CAMT Camtek Ltd | 0.00% | 0.00% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 1.57% | 2.07% | 2.45% | 0.00% | 0.00% |
COOP Mr. Cooper Group Inc. | 0.95% | 0.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSW CSW Industrials Inc | 0.31% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CW Curtiss-Wright Corporation | 0.14% | 0.17% | 0.23% | 0.35% | 0.45% | 0.51% | 0.58% | 0.47% | 0.59% | 0.46% | 0.53% | 0.76% |
EME EMCOR Group, Inc. | 0.15% | 0.16% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% |
FIX Comfort Systems USA, Inc. | 0.16% | 0.21% | 0.28% | 0.41% | 0.49% | 0.49% | 0.81% | 0.79% | 0.76% | 0.68% | 0.83% | 0.88% |
FTAI Fortress Transportation and Infrastructure Investors LLC | 0.56% | 0.64% | 0.83% | 2.59% | 7.54% | 4.56% | 5.63% | 6.76% | 9.21% | 6.62% | 9.92% | 4.26% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Test portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Test portfolio was 12.59%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current Test portfolio drawdown is 6.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.59% | Feb 25, 2026 | 24 | Mar 30, 2026 | — | — | — |
| -9.14% | Oct 30, 2025 | 16 | Nov 20, 2025 | 8 | Dec 3, 2025 | 24 |
| -6.6% | Dec 12, 2025 | 4 | Dec 17, 2025 | 11 | Jan 5, 2026 | 15 |
| -4.57% | Aug 14, 2025 | 14 | Sep 3, 2025 | 5 | Sep 10, 2025 | 19 |
| -4.49% | Jan 30, 2026 | 5 | Feb 5, 2026 | 1 | Feb 6, 2026 | 6 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 20 assets, with an effective number of assets of 20.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | COOP | ANF | TDG | MSADY | ARES | UNCRY | CSW | VST | USLM | FTAI | CAMT | APH | TT | SPXC | ONTO | CW | VRT | MOD | EME | FIX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.16 | 0.30 | 0.29 | 0.33 | 0.48 | 0.55 | 0.44 | 0.35 | 0.55 | 0.46 | 0.48 | 0.56 | 0.47 | 0.50 | 0.52 | 0.51 | 0.60 | 0.54 | 0.57 | 0.59 | 0.76 |
| COOP | 0.16 | 1.00 | 0.07 | -0.01 | 0.03 | 0.16 | 0.15 | 0.14 | 0.04 | 0.14 | 0.07 | 0.05 | -0.01 | 0.05 | 0.18 | 0.00 | 0.03 | -0.01 | 0.22 | 0.00 | -0.03 | 0.17 |
| ANF | 0.30 | 0.07 | 1.00 | 0.16 | 0.16 | 0.25 | 0.23 | 0.27 | 0.08 | 0.22 | 0.18 | 0.06 | 0.14 | 0.20 | 0.29 | 0.21 | 0.12 | 0.13 | 0.21 | 0.10 | 0.16 | 0.34 |
| TDG | 0.29 | -0.01 | 0.16 | 1.00 | 0.14 | 0.14 | 0.19 | 0.19 | 0.09 | 0.25 | 0.26 | 0.10 | 0.13 | 0.26 | 0.26 | 0.18 | 0.30 | 0.17 | 0.18 | 0.27 | 0.29 | 0.35 |
| MSADY | 0.33 | 0.03 | 0.16 | 0.14 | 1.00 | 0.22 | 0.44 | 0.26 | 0.13 | 0.25 | 0.28 | 0.16 | 0.22 | 0.29 | 0.26 | 0.29 | 0.24 | 0.18 | 0.33 | 0.19 | 0.26 | 0.39 |
| ARES | 0.48 | 0.16 | 0.25 | 0.14 | 0.22 | 1.00 | 0.28 | 0.38 | 0.16 | 0.31 | 0.22 | 0.30 | 0.29 | 0.23 | 0.31 | 0.32 | 0.21 | 0.25 | 0.30 | 0.26 | 0.25 | 0.48 |
| UNCRY | 0.55 | 0.15 | 0.23 | 0.19 | 0.44 | 0.28 | 1.00 | 0.24 | 0.15 | 0.30 | 0.29 | 0.15 | 0.32 | 0.30 | 0.31 | 0.24 | 0.25 | 0.30 | 0.31 | 0.29 | 0.31 | 0.48 |
| CSW | 0.44 | 0.14 | 0.27 | 0.19 | 0.26 | 0.38 | 0.24 | 1.00 | 0.10 | 0.37 | 0.31 | 0.32 | 0.14 | 0.37 | 0.43 | 0.37 | 0.22 | 0.22 | 0.32 | 0.27 | 0.28 | 0.49 |
| VST | 0.35 | 0.04 | 0.08 | 0.09 | 0.13 | 0.16 | 0.15 | 0.10 | 1.00 | 0.21 | 0.36 | 0.44 | 0.46 | 0.30 | 0.24 | 0.39 | 0.45 | 0.49 | 0.39 | 0.54 | 0.53 | 0.57 |
| USLM | 0.55 | 0.14 | 0.22 | 0.25 | 0.25 | 0.31 | 0.30 | 0.37 | 0.21 | 1.00 | 0.33 | 0.34 | 0.29 | 0.31 | 0.38 | 0.42 | 0.40 | 0.30 | 0.39 | 0.36 | 0.40 | 0.57 |
| FTAI | 0.46 | 0.07 | 0.18 | 0.26 | 0.28 | 0.22 | 0.29 | 0.31 | 0.36 | 0.33 | 1.00 | 0.41 | 0.40 | 0.30 | 0.40 | 0.46 | 0.48 | 0.42 | 0.51 | 0.41 | 0.52 | 0.65 |
| CAMT | 0.48 | 0.05 | 0.06 | 0.10 | 0.16 | 0.30 | 0.15 | 0.32 | 0.44 | 0.34 | 0.41 | 1.00 | 0.39 | 0.32 | 0.41 | 0.69 | 0.43 | 0.52 | 0.41 | 0.54 | 0.54 | 0.67 |
| APH | 0.56 | -0.01 | 0.14 | 0.13 | 0.22 | 0.29 | 0.32 | 0.14 | 0.46 | 0.29 | 0.40 | 0.39 | 1.00 | 0.40 | 0.31 | 0.44 | 0.50 | 0.56 | 0.43 | 0.54 | 0.58 | 0.61 |
| TT | 0.47 | 0.05 | 0.20 | 0.26 | 0.29 | 0.23 | 0.30 | 0.37 | 0.30 | 0.31 | 0.30 | 0.32 | 0.40 | 1.00 | 0.51 | 0.34 | 0.47 | 0.51 | 0.57 | 0.57 | 0.58 | 0.62 |
| SPXC | 0.50 | 0.18 | 0.29 | 0.26 | 0.26 | 0.31 | 0.31 | 0.43 | 0.24 | 0.38 | 0.40 | 0.41 | 0.31 | 0.51 | 1.00 | 0.40 | 0.46 | 0.37 | 0.53 | 0.51 | 0.53 | 0.66 |
| ONTO | 0.52 | 0.00 | 0.21 | 0.18 | 0.29 | 0.32 | 0.24 | 0.37 | 0.39 | 0.42 | 0.46 | 0.69 | 0.44 | 0.34 | 0.40 | 1.00 | 0.44 | 0.52 | 0.45 | 0.48 | 0.55 | 0.71 |
| CW | 0.51 | 0.03 | 0.12 | 0.30 | 0.24 | 0.21 | 0.25 | 0.22 | 0.45 | 0.40 | 0.48 | 0.43 | 0.50 | 0.47 | 0.46 | 0.44 | 1.00 | 0.52 | 0.56 | 0.65 | 0.68 | 0.69 |
| VRT | 0.60 | -0.01 | 0.13 | 0.17 | 0.18 | 0.25 | 0.30 | 0.22 | 0.49 | 0.30 | 0.42 | 0.52 | 0.56 | 0.51 | 0.37 | 0.52 | 0.52 | 1.00 | 0.58 | 0.64 | 0.70 | 0.73 |
| MOD | 0.54 | 0.22 | 0.21 | 0.18 | 0.33 | 0.30 | 0.31 | 0.32 | 0.39 | 0.39 | 0.51 | 0.41 | 0.43 | 0.57 | 0.53 | 0.45 | 0.56 | 0.58 | 1.00 | 0.55 | 0.60 | 0.74 |
| EME | 0.57 | 0.00 | 0.10 | 0.27 | 0.19 | 0.26 | 0.29 | 0.27 | 0.54 | 0.36 | 0.41 | 0.54 | 0.54 | 0.57 | 0.51 | 0.48 | 0.65 | 0.64 | 0.55 | 1.00 | 0.83 | 0.76 |
| FIX | 0.59 | -0.03 | 0.16 | 0.29 | 0.26 | 0.25 | 0.31 | 0.28 | 0.53 | 0.40 | 0.52 | 0.54 | 0.58 | 0.58 | 0.53 | 0.55 | 0.68 | 0.70 | 0.60 | 0.83 | 1.00 | 0.81 |
| Portfolio | 0.76 | 0.17 | 0.34 | 0.35 | 0.39 | 0.48 | 0.48 | 0.49 | 0.57 | 0.57 | 0.65 | 0.67 | 0.61 | 0.62 | 0.66 | 0.71 | 0.69 | 0.73 | 0.74 | 0.76 | 0.81 | 1.00 |