+165.7%
CI vs SWK
+30.0%
+135.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.5% |
| 7D | +1.0% | +11.3% | -10.2% | -2.2% |
| 30D | +9.9% | +28.1% | -18.2% | +2.1% |
| 3M | +12.1% | +12.6% | -0.5% | +7.9% |
| 6M | +10.6% | +51.7% | -41.1% | -3.4% |
| YTD | +11.4% | +60.0% | -48.6% | -5.2% |
| 1Y | +18.8% | +72.7% | -53.9% | -1.5% |
| 3Y | +2.9% | +46.3% | -43.5% | -14.3% |
| 5Y | +54.5% | -24.6% | +79.1% | +63.0% |
| All | +165.7% | +30.0% | +135.7% | +110.9% |
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 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