+201.6%
CDE vs SWK
-38.7%
+240.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | +0.5% | -0.4% | +1.0% | +0.8% |
| 30D | +21.9% | -5.7% | +27.6% | +25.2% |
| 3M | +14.9% | +24.1% | -9.1% | +5.3% |
| 6M | -10.5% | +24.7% | -35.2% | -18.3% |
| YTD | +19.3% | +33.9% | -14.7% | +6.2% |
| 1Y | +50.8% | +34.7% | +16.1% | +33.0% |
| 3Y | +782.3% | +15.3% | +767.0% | +698.2% |
| All | +201.6% | -38.7% | +240.3% | +175.9% |
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