-5.5%
CI vs SWK
+37.3%
-42.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | +1.3% | -0.4% | +1.8% | +1.4% |
| 30D | +4.4% | -5.7% | +10.2% | +5.2% |
| 3M | +0.7% | +24.1% | -23.4% | -3.3% |
| 6M | +0.3% | +24.7% | -24.4% | -4.1% |
| YTD | +3.8% | +33.9% | -30.1% | -4.1% |
| 1Y | -5.5% | +34.7% | -40.2% | -13.0% |
| All | -5.5% | +37.3% | -42.8% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling