-20.9%
CG vs SWK
-25.5%
+4.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.2% | +11.0% | -12.2% | -7.0% |
| 30D | +5.0% | +30.1% | -25.0% | -9.3% |
| 3M | -18.2% | +14.7% | -32.9% | -24.5% |
| 6M | -20.7% | +44.5% | -65.2% | -36.1% |
| YTD | -31.4% | +59.4% | -90.8% | -48.3% |
| 1Y | -22.3% | +77.5% | -99.8% | -45.0% |
| 3Y | +50.2% | +49.5% | +0.7% | +12.1% |
| All | -20.9% | -25.5% | +4.6% | -16.9% |
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