+411.8%
CAH vs SWK
+21.9%
+390.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +5.9% | -2.3% | +8.2% | +6.4% |
| 30D | +16.5% | +30.4% | -13.9% | +9.9% |
| 3M | +15.7% | +12.1% | +3.6% | +12.6% |
| 6M | +52.7% | +49.1% | +3.6% | +39.1% |
| YTD | +36.3% | +60.4% | -24.2% | +21.1% |
| 1Y | +36.7% | +78.3% | -41.6% | +18.4% |
| 3Y | +178.2% | +53.3% | +124.8% | +138.6% |
| 5Y | +515.8% | -27.0% | +542.7% | +551.7% |
| 10Y | +411.8% | +20.8% | +391.0% | +335.2% |
| All | +411.8% | +21.9% | +390.0% | +335.2% |
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 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