+320.1%
CG vs SWK
+32.9%
+287.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.8% | +3.7% | +5.0% |
| 7D | +3.0% | +10.7% | -7.6% | -2.8% |
| 30D | +10.1% | +33.3% | -23.2% | -6.4% |
| 3M | -10.8% | +14.7% | -25.5% | -17.7% |
| 6M | -15.2% | +48.5% | -63.7% | -32.9% |
| YTD | -26.9% | +63.9% | -90.8% | -45.9% |
| 1Y | -17.0% | +80.4% | -97.5% | -42.0% |
| 3Y | +54.6% | +58.1% | -3.5% | +12.3% |
| 5Y | -16.7% | -24.5% | +7.7% | -11.7% |
| 10Y | +320.1% | +29.5% | +290.6% | +207.9% |
| All | +320.1% | +32.9% | +287.2% | +207.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling