+51.2%
CG vs SWK
+46.5%
+4.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.6% | -3.9% | -5.2% |
| 7D | -1.5% | +11.3% | -12.8% | -7.1% |
| 30D | +2.8% | +28.1% | -25.3% | -10.0% |
| 3M | -19.2% | +12.6% | -31.8% | -24.5% |
| 6M | -21.0% | +51.7% | -72.7% | -37.5% |
| YTD | -31.0% | +60.0% | -90.9% | -47.5% |
| 1Y | -21.1% | +72.7% | -93.8% | -42.7% |
| All | +51.2% | +46.5% | +4.6% | +12.6% |
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