+6,646.7%
CB vs SWK
+984.8%
+5,661.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.2% |
| 7D | +0.5% | -0.4% | +0.9% | +0.6% |
| 30D | -3.1% | -5.7% | +2.6% | -1.3% |
| 3M | +9.0% | +24.1% | -15.1% | +0.4% |
| 6M | +2.9% | +24.7% | -21.9% | -6.2% |
| YTD | +10.1% | +33.9% | -23.8% | -2.5% |
| 1Y | +22.8% | +34.7% | -11.9% | +7.6% |
| 3Y | +73.8% | +15.3% | +58.5% | +51.4% |
| 5Y | +99.2% | -39.3% | +138.5% | +110.8% |
| 10Y | +218.2% | +2.5% | +215.7% | +158.5% |
| All | +6,646.7% | +984.8% | +5,661.8% | +2,365.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling