+333.9%
CFG vs SWK
+78.0%
+256.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +13.1% | -10.7% | -5.3% |
| 7D | +1.8% | +17.9% | -16.1% | -8.2% |
| 30D | +3.3% | +31.9% | -28.7% | -12.9% |
| 3M | -9.8% | +16.6% | -26.4% | -18.6% |
| 6M | +5.2% | +61.1% | -55.9% | -22.6% |
| YTD | +16.1% | +64.2% | -48.1% | -16.8% |
| 1Y | +33.7% | +85.2% | -51.5% | -11.3% |
| 3Y | +181.2% | +50.2% | +131.0% | +99.3% |
| 5Y | +69.1% | -22.8% | +91.9% | +78.7% |
| 10Y | +264.3% | +35.8% | +228.5% | +146.6% |
| All | +333.9% | +78.0% | +256.0% | +156.3% |
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 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