+51.1%
CF vs SWK
+50.4%
+0.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +13.1% | -17.5% | -4.5% |
| 7D | -6.9% | +17.9% | -24.8% | -7.1% |
| 30D | -3.7% | +31.9% | -35.7% | -4.3% |
| 3M | -5.0% | +16.6% | -21.5% | -5.2% |
| 6M | -10.5% | +61.1% | -71.6% | -12.3% |
| YTD | +46.5% | +64.2% | -17.7% | +42.6% |
| 1Y | +34.8% | +85.2% | -50.4% | +28.5% |
| All | +51.1% | +50.4% | +0.7% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling