-1.1%
CAT vs SWK
+71.2%
-72.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -10.3% | +11.0% | -21.3% | -14.3% |
| 30D | -31.2% | +30.1% | -61.2% | -39.6% |
| 3M | -34.7% | +14.7% | -49.3% | -38.8% |
| 6M | -39.5% | +44.5% | -84.0% | -50.2% |
| YTD | -1.7% | +59.4% | -61.0% | -24.8% |
| 1Y | -1.1% | +77.5% | -78.6% | -26.5% |
| All | -1.1% | +71.2% | -72.3% | -26.5% |
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