+220.7%
CF vs SWK
-38.7%
+259.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.3% |
| 7D | +6.0% | -0.4% | +6.5% | +6.0% |
| 30D | +14.8% | -5.7% | +20.6% | +15.3% |
| 3M | +14.1% | +24.1% | -10.0% | +11.6% |
| 6M | +28.5% | +24.7% | +3.8% | +25.4% |
| YTD | +74.9% | +33.9% | +41.0% | +68.7% |
| 1Y | +61.7% | +34.7% | +27.0% | +55.3% |
| 3Y | +80.3% | +15.3% | +65.1% | +74.5% |
| All | +220.7% | -38.7% | +259.5% | +226.8% |
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