-29.4%
CCL vs SWK
+21.9%
-51.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.3% |
| 7D | -1.5% | -2.3% | +0.7% | +0.2% |
| 30D | +16.5% | +30.4% | -14.0% | -4.8% |
| 3M | +11.2% | +12.1% | -0.9% | +1.5% |
| 6M | +22.6% | +49.1% | -26.5% | -9.7% |
| YTD | +2.6% | +60.4% | -57.9% | -29.0% |
| 1Y | +17.0% | +78.3% | -61.4% | -25.5% |
| 3Y | +145.5% | +53.3% | +92.2% | +60.8% |
| 5Y | +36.1% | -27.0% | +63.1% | +58.1% |
| 10Y | -29.4% | +20.8% | -50.3% | -43.3% |
| All | -29.4% | +21.9% | -51.3% | -43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling