-5.9%
CNC vs SWK
-25.5%
+19.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | +1.9% | +11.0% | -9.1% | +0.3% |
| 30D | +7.3% | +30.1% | -22.7% | +3.4% |
| 3M | +8.6% | +14.7% | -6.0% | +6.4% |
| 6M | +26.0% | +44.5% | -18.5% | +19.2% |
| YTD | +69.5% | +59.4% | +10.1% | +56.8% |
| 1Y | +88.0% | +77.5% | +10.5% | +71.0% |
| 3Y | -2.9% | +49.5% | -52.4% | -10.3% |
| All | -5.9% | -25.5% | +19.6% | -0.1% |
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 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