+145.0%
CI vs SWK
+2.4%
+142.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | +1.3% | -0.4% | +1.8% | +1.4% |
| 30D | +4.4% | -5.7% | +10.2% | +6.2% |
| 3M | +0.7% | +24.1% | -23.4% | -6.4% |
| 6M | +0.3% | +24.7% | -24.4% | -7.3% |
| YTD | +3.8% | +33.9% | -30.1% | -6.6% |
| 1Y | -5.5% | +34.7% | -40.2% | -15.5% |
| 3Y | +8.1% | +15.3% | -7.2% | -3.0% |
| 5Y | +42.8% | -39.3% | +82.1% | +61.7% |
| All | +145.0% | +2.4% | +142.6% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling