+177.5%
CAH vs SWK
+54.4%
+123.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +9.4% | +11.3% | -1.9% | +8.8% |
| 30D | +16.5% | +31.5% | -15.0% | +15.0% |
| 3M | +17.0% | +14.4% | +2.5% | +16.1% |
| 6M | +51.4% | +46.4% | +5.0% | +48.7% |
| YTD | +36.0% | +61.6% | -25.6% | +32.8% |
| 1Y | +36.0% | +78.7% | -42.7% | +32.3% |
| 3Y | +177.5% | +54.4% | +123.1% | +176.4% |
| All | +177.5% | +54.4% | +123.1% | +176.4% |
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 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