+179.6%
CAH vs SWK
+50.7%
+128.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.1% |
| 7D | +3.5% | -1.4% | +4.8% | +3.5% |
| 30D | +13.5% | +25.5% | -12.0% | +12.2% |
| 3M | +21.8% | +11.8% | +10.1% | +21.0% |
| 6M | +51.5% | +48.7% | +2.8% | +48.8% |
| YTD | +38.1% | +57.2% | -19.1% | +35.1% |
| 1Y | +37.7% | +75.3% | -37.6% | +34.0% |
| 3Y | +179.6% | +51.9% | +127.7% | +179.7% |
| All | +179.6% | +50.7% | +128.9% | +179.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling