+1.4%
CCL vs SWK
-38.7%
+40.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -5.0% | -0.4% | -4.6% | -4.7% |
| 30D | -20.3% | -5.7% | -14.6% | -17.3% |
| 3M | -15.1% | +24.1% | -39.2% | -26.4% |
| 6M | -15.1% | +24.7% | -39.8% | -26.7% |
| YTD | -21.8% | +33.9% | -55.7% | -35.6% |
| 1Y | -24.8% | +34.7% | -59.5% | -38.9% |
| 3Y | +51.9% | +15.3% | +36.6% | +28.4% |
| All | +1.4% | -38.7% | +40.1% | +16.3% |
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