+90.9%
CNC vs SWK
-0.2%
+91.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | 0.0% | -2.7% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | -1.8% | -9.7% | +7.9% | +0.9% |
| 3M | -0.7% | +19.5% | -20.1% | -5.9% |
| 6M | +47.9% | +26.0% | +21.9% | +37.3% |
| YTD | +56.9% | +29.1% | +27.9% | +43.8% |
| 1Y | +123.9% | +23.7% | +100.2% | +107.1% |
| 3Y | -1.3% | +15.3% | -16.6% | -10.3% |
| 5Y | +2.8% | -40.6% | +43.4% | +14.6% |
| 10Y | +90.9% | -0.1% | +91.0% | +64.1% |
| All | +90.9% | -0.2% | +91.1% | +64.1% |
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