+567.3%
CAG vs SWK
+1,510.2%
-943.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.4% | -1.5% |
| 7D | -6.2% | -2.0% | -4.2% | -5.9% |
| 30D | +7.4% | +24.6% | -17.2% | +3.3% |
| 3M | -1.6% | +10.8% | -12.4% | -3.5% |
| 6M | +6.3% | +46.1% | -39.7% | -1.0% |
| YTD | -10.1% | +56.8% | -66.9% | -17.7% |
| 1Y | -10.2% | +72.7% | -83.0% | -19.3% |
| 3Y | -37.3% | +49.9% | -87.2% | -43.6% |
| 5Y | -41.6% | -30.9% | -10.7% | -40.9% |
| 10Y | -38.1% | +18.1% | -56.2% | -46.0% |
| All | +567.3% | +1,510.2% | -943.0% | +181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling