+102.5%
CFG vs SWK
-38.7%
+141.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +1.5% | -0.4% | +2.0% | +1.7% |
| 30D | -3.8% | -5.7% | +1.9% | -1.3% |
| 3M | +11.5% | +24.1% | -12.6% | +0.1% |
| 6M | +19.2% | +24.7% | -5.5% | +6.1% |
| YTD | +23.7% | +33.9% | -10.2% | +6.2% |
| 1Y | +38.8% | +34.7% | +4.2% | +18.0% |
| 3Y | +178.9% | +15.3% | +163.6% | +145.3% |
| All | +102.5% | -38.7% | +141.3% | +137.3% |
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