+410.8%
CNQ vs SWK
+18.1%
+392.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +2.5% | -1.4% | +3.8% | +2.9% |
| 30D | -4.0% | +25.5% | -29.4% | -12.9% |
| 3M | +5.5% | +11.8% | -6.3% | -0.3% |
| 6M | +7.5% | +48.7% | -41.2% | -10.7% |
| YTD | +51.2% | +57.2% | -5.9% | +20.0% |
| 1Y | +57.3% | +75.3% | -18.0% | +18.4% |
| 3Y | +71.0% | +51.9% | +19.0% | +28.0% |
| 5Y | +206.1% | -30.7% | +236.9% | +232.2% |
| All | +410.8% | +18.1% | +392.7% | +326.5% |
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