+5,967.0%
CF vs SWK
+259.3%
+5,707.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.7% |
| 7D | +6.0% | -0.4% | +6.5% | +6.1% |
| 30D | +14.8% | -5.7% | +20.6% | +17.7% |
| 3M | +14.1% | +24.1% | -10.0% | +1.1% |
| 6M | +28.5% | +24.7% | +3.8% | +10.6% |
| YTD | +74.9% | +33.9% | +41.0% | +44.2% |
| 1Y | +61.7% | +34.7% | +27.0% | +31.2% |
| 3Y | +80.3% | +15.3% | +65.1% | +45.5% |
| 5Y | +226.0% | -39.3% | +265.3% | +247.8% |
| 10Y | +569.9% | +2.5% | +567.4% | +375.1% |
| All | +5,967.0% | +259.3% | +5,707.7% | +1,441.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling