+37.4%
CAVA vs SWK
+19.9%
+17.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.2% |
| 7D | -1.5% | +0.1% | -1.7% | -1.6% |
| 30D | -3.7% | -8.9% | +5.3% | +0.4% |
| 3M | -18.3% | +20.5% | -38.8% | -25.2% |
| 6M | -23.5% | +27.1% | -50.6% | -32.0% |
| YTD | +2.5% | +30.2% | -27.7% | -10.9% |
| 1Y | -8.0% | +24.8% | -32.7% | -18.9% |
| 3Y | +53.5% | +16.3% | +37.2% | +30.7% |
| All | +37.4% | +19.9% | +17.4% | +13.6% |
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