+36.6%
CNH vs SWK
+85.2%
-48.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +13.1% | -13.3% | -7.4% |
| 7D | +6.5% | +17.9% | -11.4% | -3.5% |
| 30D | -12.0% | +31.9% | -43.9% | -25.0% |
| 3M | +4.4% | +16.6% | -12.2% | -4.9% |
| 6M | +15.7% | +61.1% | -45.4% | -12.1% |
| YTD | +28.2% | +64.2% | -36.0% | -3.6% |
| 1Y | +14.8% | +85.2% | -70.4% | -19.5% |
| 3Y | +8.3% | +50.2% | -41.9% | -18.5% |
| 5Y | -15.2% | -22.8% | +7.6% | -11.3% |
| 10Y | +122.0% | +35.8% | +86.3% | +60.3% |
| All | +36.6% | +85.2% | -48.6% | -16.8% |
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