-21.5%
CG vs SWK
-25.4%
+3.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.6% | -3.9% | -5.1% |
| 7D | -1.5% | +11.3% | -12.8% | -7.4% |
| 30D | +2.8% | +28.1% | -25.3% | -10.5% |
| 3M | -19.2% | +12.6% | -31.8% | -24.7% |
| 6M | -21.0% | +51.7% | -72.7% | -38.0% |
| YTD | -31.0% | +60.0% | -90.9% | -48.1% |
| 1Y | -21.1% | +72.7% | -93.8% | -43.3% |
| 3Y | +48.8% | +46.3% | +2.5% | +12.5% |
| 5Y | -21.5% | -24.6% | +3.1% | -18.1% |
| All | -21.5% | -25.4% | +3.9% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling