+204.0%
CNQ vs SWK
-30.7%
+234.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +2.5% | -1.4% | +3.8% | +2.7% |
| 30D | -4.0% | +25.5% | -29.4% | -7.7% |
| 3M | +5.5% | +11.8% | -6.3% | +3.2% |
| 6M | +7.5% | +48.7% | -41.2% | -0.8% |
| YTD | +51.2% | +57.2% | -5.9% | +36.7% |
| 1Y | +57.3% | +75.3% | -18.0% | +38.3% |
| 3Y | +71.0% | +51.9% | +19.0% | +50.2% |
| All | +204.0% | -30.7% | +234.7% | +206.8% |
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 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