+36.6%
CAVA vs SWK
+47.8%
-11.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -3.5% | -2.3% | -1.2% | -2.4% |
| 30D | +13.8% | +30.4% | -16.6% | +0.8% |
| 3M | -1.7% | +12.1% | -13.8% | -6.8% |
| 6M | -25.2% | +49.1% | -74.3% | -37.9% |
| YTD | +1.9% | +60.4% | -58.6% | -19.5% |
| 1Y | +21.4% | +78.3% | -56.9% | -8.9% |
| 3Y | +92.5% | +53.3% | +39.2% | +35.1% |
| All | +36.6% | +47.8% | -11.2% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling