+4,797.0%
CNC vs SWK
+400.0%
+4,397.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.9% |
| 7D | +4.0% | +11.3% | -7.3% | +0.4% |
| 30D | +7.4% | +31.5% | -24.1% | -2.1% |
| 3M | +5.4% | +14.4% | -9.0% | +0.5% |
| 6M | +25.4% | +46.4% | -21.0% | +8.9% |
| YTD | +70.6% | +61.6% | +9.0% | +41.2% |
| 1Y | +104.9% | +78.7% | +26.2% | +63.7% |
| 3Y | -2.3% | +54.4% | -56.7% | -22.2% |
| 5Y | -6.5% | -25.3% | +18.8% | -6.6% |
| 10Y | +153.3% | +22.4% | +130.9% | +90.3% |
| All | +4,797.0% | +400.0% | +4,397.0% | +1,723.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling