+39.6%
CDE vs SWK
+0.7%
+38.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.5% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +18.8% | -8.9% | +27.7% | +23.8% |
| 3M | +23.5% | +20.5% | +3.0% | +14.1% |
| 6M | -8.6% | +27.1% | -35.7% | -17.4% |
| YTD | +16.0% | +30.2% | -14.2% | +4.0% |
| 1Y | +42.1% | +24.8% | +17.3% | +28.5% |
| 3Y | +835.9% | +16.3% | +819.6% | +747.5% |
| 5Y | +197.6% | -40.1% | +237.7% | +236.4% |
| 10Y | +39.6% | +0.8% | +38.8% | +14.0% |
| All | +39.6% | +0.7% | +38.9% | +14.0% |
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