+492.8%
CEG vs SWK
-27.8%
+520.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.0% |
| 7D | -9.4% | +11.3% | -20.7% | -11.5% |
| 30D | -20.2% | +28.1% | -48.3% | -24.3% |
| 3M | -9.5% | +12.6% | -22.1% | -11.9% |
| 6M | -25.0% | +51.7% | -76.7% | -31.4% |
| YTD | -31.9% | +60.0% | -91.8% | -38.6% |
| 1Y | -33.7% | +72.7% | -106.3% | -41.2% |
| 3Y | +108.7% | +46.3% | +62.4% | +83.8% |
| All | +492.8% | -27.8% | +520.5% | +485.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling