+42.4%
CAVA vs SWK
+51.0%
-8.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.6% | +4.1% |
| 7D | +0.5% | +10.7% | -10.2% | -4.2% |
| 30D | +16.2% | +33.3% | -17.1% | +1.9% |
| 3M | -0.1% | +14.7% | -14.8% | -6.4% |
| 6M | -21.5% | +48.5% | -70.0% | -34.7% |
| YTD | +6.2% | +63.9% | -57.7% | -16.9% |
| 1Y | +28.2% | +80.4% | -52.2% | -4.3% |
| 3Y | +97.7% | +58.1% | +39.6% | +36.2% |
| All | +42.4% | +51.0% | -8.6% | +5.9% |
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 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