+577.4%
CF vs SWK
+2.4%
+575.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | +6.0% | -0.4% | +6.5% | +6.1% |
| 30D | +14.8% | -5.7% | +20.6% | +16.9% |
| 3M | +14.1% | +24.1% | -10.0% | +4.6% |
| 6M | +28.5% | +24.7% | +3.8% | +15.5% |
| YTD | +74.9% | +33.9% | +41.0% | +52.1% |
| 1Y | +61.7% | +34.7% | +27.0% | +39.0% |
| 3Y | +80.3% | +15.3% | +65.1% | +55.7% |
| 5Y | +226.0% | -39.3% | +265.3% | +270.9% |
| All | +577.4% | +2.4% | +575.0% | +403.2% |
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 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