+75.7%
CART vs SWK
+53.7%
+22.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +13.1% | -11.5% | -0.5% |
| 7D | +1.4% | +17.9% | -16.5% | -1.4% |
| 30D | +29.7% | +31.9% | -2.3% | +23.8% |
| 3M | +29.7% | +16.6% | +13.2% | +26.3% |
| 6M | +36.8% | +61.1% | -24.3% | +26.4% |
| YTD | +31.7% | +64.2% | -32.6% | +20.7% |
| 1Y | +62.4% | +85.2% | -22.8% | +44.9% |
| 3Y | +120.1% | +50.2% | +69.9% | +98.8% |
| All | +75.7% | +53.7% | +22.0% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling