+8.9%
CAT vs SWK
+87.6%
-78.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +13.1% | -18.3% | -10.0% |
| 7D | -17.1% | +17.9% | -35.0% | -23.0% |
| 30D | -30.1% | +31.9% | -62.1% | -38.8% |
| 3M | -32.4% | +16.6% | -48.9% | -37.0% |
| 6M | -32.1% | +61.1% | -93.2% | -47.1% |
| YTD | +4.1% | +64.2% | -60.1% | -21.3% |
| 1Y | +8.9% | +85.2% | -76.3% | -20.9% |
| All | +8.9% | +87.6% | -78.7% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling