+326.0%
CAT vs SWK
-38.7%
+364.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +1.7% | -0.4% | +2.2% | +1.9% |
| 30D | -6.6% | -5.7% | -0.8% | -4.4% |
| 3M | -13.3% | +24.1% | -37.4% | -20.7% |
| 6M | +11.6% | +24.7% | -13.1% | +1.7% |
| YTD | +42.9% | +33.9% | +9.0% | +26.4% |
| 1Y | +95.4% | +34.7% | +60.8% | +71.5% |
| 3Y | +196.6% | +15.3% | +181.3% | +166.0% |
| All | +326.0% | -38.7% | +364.7% | +353.6% |
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