+237.6%
CFG vs SWK
+29.6%
+208.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.7% |
| 7D | -0.9% | +11.0% | -11.9% | -7.3% |
| 30D | +1.1% | +30.1% | -29.0% | -14.0% |
| 3M | -12.0% | +14.7% | -26.6% | -19.7% |
| 6M | -2.2% | +44.5% | -46.7% | -23.0% |
| YTD | +11.4% | +59.4% | -48.0% | -18.5% |
| 1Y | +27.8% | +77.5% | -49.7% | -12.7% |
| 3Y | +173.3% | +49.5% | +123.8% | +94.5% |
| 5Y | +62.4% | -24.9% | +87.3% | +75.5% |
| All | +237.6% | +29.6% | +208.0% | +141.7% |
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