+274.8%
CG vs SWK
+18.1%
+256.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.2% | -1.4% | +1.6% | +1.1% |
| 30D | +11.2% | +25.5% | -14.3% | -2.2% |
| 3M | -22.1% | +11.8% | -33.9% | -27.0% |
| 6M | -17.9% | +48.7% | -66.6% | -35.1% |
| YTD | -31.3% | +57.2% | -88.5% | -48.0% |
| 1Y | -24.0% | +75.3% | -99.2% | -46.0% |
| 3Y | +45.0% | +51.9% | -7.0% | +7.6% |
| 5Y | -22.6% | -30.7% | +8.1% | -13.8% |
| All | +274.8% | +18.1% | +256.7% | +177.0% |
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