+362.4%
CFG vs SWK
+45.2%
+317.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | +1.5% | -0.4% | +2.0% | +1.8% |
| 30D | -3.8% | -5.7% | +1.9% | -0.5% |
| 3M | +11.5% | +24.1% | -12.6% | -3.2% |
| 6M | +19.2% | +24.7% | -5.5% | +2.2% |
| YTD | +23.7% | +33.9% | -10.2% | +1.0% |
| 1Y | +38.8% | +34.7% | +4.2% | +11.9% |
| 3Y | +178.9% | +15.3% | +163.6% | +133.8% |
| 5Y | +101.8% | -39.3% | +141.1% | +148.7% |
| 10Y | +317.3% | +2.5% | +314.8% | +238.3% |
| All | +362.4% | +45.2% | +317.2% | +211.1% |
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