+522.0%
CDE vs SWK
+46.0%
+476.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | +18.1% | +11.0% | +7.1% | +11.5% |
| 30D | -6.2% | +30.1% | -36.3% | -19.0% |
| 3M | -1.2% | +14.7% | -15.8% | -8.3% |
| 6M | -17.4% | +44.5% | -61.9% | -32.0% |
| YTD | -13.1% | +59.4% | -72.5% | -31.8% |
| 1Y | +7.3% | +77.5% | -70.3% | -20.0% |
| 3Y | +522.0% | +49.5% | +472.5% | +335.0% |
| All | +522.0% | +46.0% | +476.0% | +335.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling