+293.7%
CAH vs SWK
+0.7%
+293.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +1.7% | -8.9% | +10.6% | +3.8% |
| 3M | +17.9% | +20.5% | -2.6% | +12.7% |
| 6M | +10.9% | +27.1% | -16.2% | +4.3% |
| YTD | +17.9% | +30.2% | -12.3% | +9.7% |
| 1Y | +61.7% | +24.8% | +36.9% | +51.4% |
| 3Y | +183.7% | +16.3% | +167.4% | +159.2% |
| 5Y | +401.3% | -40.1% | +441.4% | +454.0% |
| 10Y | +293.7% | +0.8% | +292.9% | +230.9% |
| All | +293.7% | +0.7% | +293.0% | +230.9% |
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