+350.2%
CG vs SWK
+90.4%
+259.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | -4.3% | -0.4% | -3.9% | -4.1% |
| 30D | -5.1% | -5.7% | +0.6% | -2.1% |
| 3M | +8.7% | +24.1% | -15.4% | -4.1% |
| 6M | -9.2% | +24.7% | -33.9% | -20.9% |
| YTD | -18.9% | +33.9% | -52.8% | -32.1% |
| 1Y | -25.6% | +34.7% | -60.3% | -38.3% |
| 3Y | +57.3% | +15.3% | +42.0% | +37.4% |
| 5Y | +10.2% | -39.3% | +49.4% | +30.6% |
| 10Y | +364.2% | +2.5% | +361.7% | +292.6% |
| All | +350.2% | +90.4% | +259.7% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling