-34.2%
CAG vs SWK
+26.9%
-61.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.4% |
| 7D | +6.6% | +11.3% | -4.7% | +4.8% |
| 30D | +13.9% | +31.5% | -17.6% | +9.2% |
| 3M | +4.0% | +14.4% | -10.4% | +1.8% |
| 6M | +10.0% | +46.4% | -36.4% | +3.5% |
| YTD | -6.1% | +61.6% | -67.7% | -13.3% |
| 1Y | -4.3% | +78.7% | -83.1% | -13.0% |
| 3Y | -34.6% | +54.4% | -89.0% | -40.4% |
| 5Y | -39.4% | -25.3% | -14.1% | -39.1% |
| 10Y | -34.2% | +22.4% | -56.6% | -38.9% |
| All | -34.2% | +26.9% | -61.1% | -38.9% |
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