+442.0%
CAH vs SWK
+29.6%
+412.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +8.5% | +11.0% | -2.6% | +5.9% |
| 30D | +17.0% | +30.1% | -13.0% | +10.4% |
| 3M | +14.6% | +14.7% | -0.1% | +11.0% |
| 6M | +42.5% | +44.5% | -2.0% | +30.7% |
| YTD | +33.5% | +59.4% | -25.9% | +18.7% |
| 1Y | +38.5% | +77.5% | -39.0% | +20.0% |
| 3Y | +179.0% | +49.5% | +129.5% | +140.7% |
| 5Y | +507.2% | -24.9% | +532.1% | +535.5% |
| All | +442.0% | +29.6% | +412.5% | +340.0% |
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