-36.3%
CAG vs SWK
+15.2%
-51.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -3.8% | -0.4% | -3.3% | -3.7% |
| 30D | +3.1% | -5.7% | +8.9% | +4.0% |
| 3M | +23.5% | +24.1% | -0.6% | +19.5% |
| 6M | -14.8% | +24.7% | -39.6% | -17.9% |
| YTD | -5.4% | +33.9% | -39.4% | -9.9% |
| 1Y | -11.8% | +34.7% | -46.5% | -16.2% |
| All | -36.3% | +15.2% | -51.5% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling