+105.5%
CB vs SWK
-25.4%
+130.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.4% |
| 7D | +2.6% | +11.3% | -8.7% | +1.2% |
| 30D | +11.2% | +28.1% | -16.9% | +8.0% |
| 3M | +5.7% | +12.6% | -6.9% | +4.1% |
| 6M | +15.9% | +51.7% | -35.8% | +9.8% |
| YTD | +20.2% | +60.0% | -39.8% | +12.5% |
| 1Y | +32.4% | +72.7% | -40.3% | +22.5% |
| 3Y | +75.5% | +46.3% | +29.2% | +62.4% |
| 5Y | +105.5% | -24.6% | +130.1% | +134.7% |
| All | +105.5% | -25.4% | +130.9% | +134.7% |
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