+598.9%
CAG vs SWK
+1,536.3%
-937.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | +5.8% | +11.0% | -5.2% | +3.8% |
| 30D | +16.4% | +30.1% | -13.7% | +11.0% |
| 3M | +3.8% | +14.7% | -10.8% | +1.2% |
| 6M | +10.8% | +44.5% | -33.7% | +3.4% |
| YTD | -5.8% | +59.4% | -65.2% | -14.1% |
| 1Y | -2.4% | +77.5% | -79.9% | -12.7% |
| 3Y | -33.4% | +49.5% | -82.9% | -40.1% |
| 5Y | -39.4% | -24.9% | -14.6% | -39.7% |
| 10Y | -37.5% | +31.8% | -69.2% | -46.6% |
| All | +598.9% | +1,536.3% | -937.4% | +193.7% |
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