+601.8%
CAG vs SWK
+1,275.2%
-673.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -3.8% | -0.4% | -3.3% | -3.7% |
| 30D | +3.1% | -5.7% | +8.9% | +4.2% |
| 3M | +23.5% | +24.1% | -0.6% | +18.5% |
| 6M | -14.8% | +24.7% | -39.6% | -18.6% |
| YTD | -5.4% | +33.9% | -39.4% | -10.9% |
| 1Y | -11.8% | +34.7% | -46.5% | -17.3% |
| 3Y | -36.7% | +15.3% | -51.9% | -40.3% |
| 5Y | -40.3% | -39.3% | -1.0% | -38.1% |
| 10Y | -37.0% | +2.5% | -39.5% | -43.7% |
| All | +601.8% | +1,275.2% | -673.4% | +204.4% |
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 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