+50.2%
CG vs SWK
+46.0%
+4.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.2% | +11.0% | -12.2% | -6.7% |
| 30D | +5.0% | +30.1% | -25.0% | -8.8% |
| 3M | -18.2% | +14.7% | -32.9% | -24.2% |
| 6M | -20.7% | +44.5% | -65.2% | -35.5% |
| YTD | -31.4% | +59.4% | -90.8% | -47.8% |
| 1Y | -22.3% | +77.5% | -99.8% | -44.4% |
| 3Y | +50.2% | +49.5% | +0.7% | +12.0% |
| All | +50.2% | +46.0% | +4.2% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling