+62.0%
CFG vs SWK
-25.5%
+87.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | -0.9% | +11.0% | -11.9% | -5.8% |
| 30D | +1.1% | +30.1% | -29.0% | -10.6% |
| 3M | -12.0% | +14.7% | -26.6% | -17.8% |
| 6M | -2.2% | +44.5% | -46.7% | -18.5% |
| YTD | +11.4% | +59.4% | -48.0% | -12.1% |
| 1Y | +27.8% | +77.5% | -49.7% | -4.3% |
| 3Y | +173.3% | +49.5% | +123.8% | +112.5% |
| All | +62.0% | -25.5% | +87.5% | +72.4% |
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 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