+192.1%
CAT vs SWK
-25.4%
+217.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.8% | -5.4% |
| 7D | -14.5% | +11.3% | -25.7% | -18.4% |
| 30D | -35.7% | +28.1% | -63.8% | -42.2% |
| 3M | -36.3% | +12.6% | -48.9% | -39.8% |
| 6M | -38.5% | +51.7% | -90.2% | -48.6% |
| YTD | -2.5% | +60.0% | -62.5% | -20.4% |
| 1Y | -1.9% | +72.7% | -74.6% | -22.3% |
| 3Y | +139.2% | +46.3% | +92.9% | +94.2% |
| 5Y | +192.1% | -24.6% | +216.8% | +189.1% |
| All | +192.1% | -25.4% | +217.6% | +189.1% |
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