+33.0%
CAVA vs SWK
+44.8%
-11.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -1.6% | -1.4% | -0.2% | -0.9% |
| 30D | +12.9% | +25.5% | -12.6% | +1.8% |
| 3M | -19.3% | +11.8% | -31.1% | -23.4% |
| 6M | -19.5% | +48.7% | -68.2% | -33.0% |
| YTD | -0.8% | +57.2% | -58.0% | -20.9% |
| 1Y | +20.8% | +75.3% | -54.5% | -8.6% |
| 3Y | +85.7% | +51.9% | +33.7% | +30.2% |
| All | +33.0% | +44.8% | -11.8% | +0.9% |
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 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