+593.1%
CEG vs SWK
-29.0%
+622.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +12.1% | -1.4% | +13.5% | +12.4% |
| 30D | +0.2% | +25.5% | -25.2% | -4.5% |
| 3M | +0.7% | +11.8% | -11.1% | -1.8% |
| 6M | +2.2% | +48.7% | -46.4% | -6.1% |
| YTD | -20.3% | +57.2% | -77.5% | -28.0% |
| 1Y | -16.1% | +75.3% | -91.3% | -25.9% |
| 3Y | +134.7% | +51.9% | +82.7% | +105.7% |
| All | +593.1% | -29.0% | +622.1% | +586.6% |
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