-24.0%
CG vs SWK
+74.4%
-98.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.2% | -1.4% | +1.6% | +0.9% |
| 30D | +11.2% | +25.5% | -14.3% | +1.1% |
| 3M | -22.1% | +11.8% | -33.9% | -25.8% |
| 6M | -17.9% | +48.7% | -66.6% | -30.8% |
| YTD | -31.3% | +57.2% | -88.5% | -43.0% |
| 1Y | -24.0% | +75.3% | -99.2% | -40.0% |
| All | -24.0% | +74.4% | -98.3% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling