+71.0%
CME vs SWK
-25.5%
+96.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +0.9% | +11.0% | -10.1% | +1.0% |
| 30D | +13.2% | +30.1% | -16.9% | +13.4% |
| 3M | +16.3% | +14.7% | +1.6% | +16.4% |
| 6M | +7.1% | +44.5% | -37.4% | +7.4% |
| YTD | +15.8% | +59.4% | -43.6% | +16.1% |
| 1Y | +17.1% | +77.5% | -60.5% | +17.1% |
| 3Y | +63.2% | +49.5% | +13.7% | +63.2% |
| All | +71.0% | -25.5% | +96.5% | +96.5% |
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