-73.7%
CBRS vs SWK
+49.1%
-122.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.6% | -8.5% | -11.0% |
| 7D | -29.0% | +11.3% | -40.3% | -28.7% |
| 30D | -53.9% | +28.1% | -82.0% | -54.7% |
| 3M | -61.9% | +12.6% | -74.5% | -62.1% |
| All | -73.7% | +49.1% | -122.8% | -73.3% |
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 · Available span rolling