-28.5%
CEG vs SWK
+71.2%
-99.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | -4.7% | +11.0% | -15.8% | -6.1% |
| 30D | -16.6% | +30.1% | -46.6% | -20.4% |
| 3M | -4.1% | +14.7% | -18.8% | -6.1% |
| 6M | -22.3% | +44.5% | -66.8% | -27.6% |
| YTD | -28.9% | +59.4% | -88.3% | -34.8% |
| 1Y | -28.5% | +77.5% | -106.0% | -33.6% |
| All | -28.5% | +71.2% | -99.6% | -33.6% |
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 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