-29.4%
CCL vs SWK
+26.9%
-56.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.8% |
| 7D | +5.8% | +11.3% | -5.5% | -2.5% |
| 30D | +17.3% | +31.5% | -14.2% | -4.7% |
| 3M | +11.3% | +14.4% | -3.1% | +0.1% |
| 6M | +18.5% | +46.4% | -28.0% | -11.6% |
| YTD | +2.8% | +61.6% | -58.8% | -29.2% |
| 1Y | +16.7% | +78.7% | -62.0% | -25.7% |
| 3Y | +146.0% | +54.4% | +91.6% | +60.3% |
| 5Y | +33.6% | -25.3% | +58.9% | +52.4% |
| 10Y | -29.4% | +22.4% | -51.8% | -43.7% |
| All | -29.4% | +26.9% | -56.3% | -43.7% |
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 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