+563.4%
CF vs SWK
+30.0%
+533.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +7.0% |
| 7D | +0.4% | +11.3% | -10.8% | -3.6% |
| 30D | +2.2% | +28.1% | -25.9% | -6.4% |
| 3M | +2.1% | +12.6% | -10.5% | -2.8% |
| 6M | -6.5% | +51.7% | -58.3% | -20.8% |
| YTD | +55.6% | +60.0% | -4.4% | +26.6% |
| 1Y | +42.3% | +72.7% | -30.4% | +12.0% |
| 3Y | +55.7% | +46.3% | +9.4% | +22.8% |
| 5Y | +122.4% | -24.6% | +147.0% | +132.4% |
| All | +563.4% | +30.0% | +533.3% | +340.6% |
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