-33.7%
CEG vs SWK
+82.9%
-116.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.2% |
| 7D | -9.4% | +11.3% | -20.7% | -10.8% |
| 30D | -20.2% | +28.1% | -48.3% | -23.7% |
| 3M | -9.5% | +12.6% | -22.1% | -11.1% |
| 6M | -25.0% | +51.7% | -76.7% | -30.7% |
| YTD | -31.9% | +60.0% | -91.8% | -38.0% |
| 1Y | -33.7% | +72.7% | -106.3% | -39.8% |
| All | -33.7% | +82.9% | -116.6% | -39.8% |
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