+15,232.8%
CAH vs SWK
+1,275.2%
+13,957.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +5.4% | -0.4% | +5.8% | +5.5% |
| 30D | +3.3% | -5.7% | +9.0% | +4.7% |
| 3M | +22.8% | +24.1% | -1.3% | +16.1% |
| 6M | +11.3% | +24.7% | -13.4% | +4.5% |
| YTD | +21.1% | +33.9% | -12.8% | +11.4% |
| 1Y | +67.2% | +34.7% | +32.6% | +52.7% |
| 3Y | +195.6% | +15.3% | +180.4% | +169.2% |
| 5Y | +413.8% | -39.3% | +453.1% | +436.5% |
| 10Y | +309.6% | +2.5% | +307.1% | +255.8% |
| All | +15,232.8% | +1,275.2% | +13,957.6% | +7,181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling