+51.6%
CDE vs SWK
+18.1%
+33.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | -9.6% | -1.4% | -8.3% | -9.0% |
| 30D | -6.7% | +25.5% | -32.1% | -15.8% |
| 3M | -24.2% | +11.8% | -36.0% | -28.0% |
| 6M | -29.1% | +48.7% | -77.8% | -40.3% |
| YTD | -21.5% | +57.2% | -78.7% | -35.5% |
| 1Y | -7.4% | +75.3% | -82.6% | -27.3% |
| 3Y | +596.3% | +51.9% | +544.4% | +460.5% |
| 5Y | +95.7% | -30.7% | +126.5% | +108.4% |
| All | +51.6% | +18.1% | +33.5% | -1.5% |
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