+79.1%
CME vs SWK
-38.7%
+117.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -1.6% | -0.4% | -1.1% | -1.6% |
| 30D | +6.2% | -5.7% | +12.0% | +6.2% |
| 3M | +10.4% | +24.1% | -13.6% | +10.4% |
| 6M | -9.5% | +24.7% | -34.2% | -9.5% |
| YTD | +6.0% | +33.9% | -27.9% | +5.9% |
| 1Y | +9.3% | +34.7% | -25.4% | +9.2% |
| 3Y | +57.7% | +15.3% | +42.4% | +58.8% |
| All | +79.1% | -38.7% | +117.8% | +104.9% |
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 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