+64.0%
CFG vs SWK
-25.4%
+89.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.6% | -2.0% |
| 7D | -2.2% | +11.3% | -13.4% | -7.1% |
| 30D | +0.4% | +28.1% | -27.7% | -10.6% |
| 3M | -12.6% | +12.6% | -25.2% | -17.7% |
| 6M | +0.6% | +51.7% | -51.1% | -18.0% |
| YTD | +12.4% | +60.0% | -47.5% | -11.4% |
| 1Y | +27.7% | +72.7% | -45.0% | -3.1% |
| 3Y | +172.4% | +46.3% | +126.1% | +113.9% |
| 5Y | +64.0% | -24.6% | +88.6% | +73.7% |
| All | +64.0% | -25.4% | +89.4% | +73.7% |
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 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