-39.4%
CAG vs SWK
+29.6%
-69.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | +5.8% | +11.0% | -5.2% | +4.1% |
| 30D | +16.4% | +30.1% | -13.7% | +11.9% |
| 3M | +3.8% | +14.7% | -10.8% | +1.6% |
| 6M | +10.8% | +44.5% | -33.7% | +4.6% |
| YTD | -5.8% | +59.4% | -65.2% | -12.7% |
| 1Y | -2.4% | +77.5% | -79.9% | -11.0% |
| 3Y | -33.4% | +49.5% | -82.9% | -38.9% |
| 5Y | -39.4% | -24.9% | -14.6% | -39.2% |
| All | -39.4% | +29.6% | -69.0% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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