-50.7%
CCI vs SWK
-38.7%
-12.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.0% |
| 7D | -0.4% | -0.4% | 0.0% | -0.4% |
| 30D | +2.7% | -5.7% | +8.4% | +3.6% |
| 3M | -18.2% | +24.1% | -42.3% | -21.6% |
| 6M | -14.8% | +24.7% | -39.5% | -18.7% |
| YTD | -12.6% | +33.9% | -46.5% | -17.9% |
| 1Y | -16.7% | +34.7% | -51.4% | -22.2% |
| 3Y | -10.5% | +15.3% | -25.8% | -15.2% |
| All | -50.7% | -38.7% | -12.0% | -51.3% |
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 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