+112.0%
CF vs SWK
-24.2%
+136.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +13.1% | -17.5% | -5.2% |
| 7D | -6.9% | +17.9% | -24.8% | -7.9% |
| 30D | -3.7% | +31.9% | -35.7% | -5.6% |
| 3M | -5.0% | +16.6% | -21.5% | -6.0% |
| 6M | -10.5% | +61.1% | -71.6% | -14.3% |
| YTD | +46.5% | +64.2% | -17.7% | +39.2% |
| 1Y | +34.8% | +85.2% | -50.4% | +25.7% |
| 3Y | +46.7% | +50.2% | -3.5% | +39.0% |
| 5Y | +112.0% | -22.8% | +134.8% | +109.8% |
| All | +112.0% | -24.2% | +136.2% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling