-2.7%
CEG vs SWK
+37.3%
-40.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.7% |
| 7D | +8.0% | -0.4% | +8.5% | +8.1% |
| 30D | +12.9% | -5.7% | +18.7% | +14.0% |
| 3M | +13.2% | +24.1% | -10.9% | +9.3% |
| 6M | -7.0% | +24.7% | -31.7% | -10.5% |
| YTD | -15.0% | +33.9% | -48.9% | -18.3% |
| 1Y | -2.7% | +34.7% | -37.4% | -8.1% |
| All | -2.7% | +37.3% | -40.1% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling