+113.9%
CNC vs SWK
+29.6%
+84.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | +1.9% | +11.0% | -9.1% | -0.9% |
| 30D | +7.3% | +30.1% | -22.7% | +0.2% |
| 3M | +8.6% | +14.7% | -6.0% | +4.6% |
| 6M | +26.0% | +44.5% | -18.5% | +13.4% |
| YTD | +69.5% | +59.4% | +10.1% | +46.8% |
| 1Y | +88.0% | +77.5% | +10.5% | +57.8% |
| 3Y | -2.9% | +49.5% | -52.4% | -17.7% |
| 5Y | -6.0% | -24.9% | +18.9% | -1.8% |
| All | +113.9% | +29.6% | +84.3% | +83.1% |
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