+5,549.9%
CNQ vs SWK
+652.7%
+4,897.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.7% |
| 7D | +3.0% | -0.4% | +3.5% | +3.1% |
| 30D | +12.8% | -5.7% | +18.5% | +15.5% |
| 3M | +7.0% | +24.1% | -17.1% | -4.7% |
| 6M | +16.5% | +24.7% | -8.2% | +1.5% |
| YTD | +52.0% | +33.9% | +18.1% | +27.3% |
| 1Y | +64.1% | +34.7% | +29.4% | +35.2% |
| 3Y | +74.3% | +15.3% | +59.1% | +44.9% |
| 5Y | +268.4% | -39.3% | +307.7% | +295.9% |
| 10Y | +400.2% | +2.5% | +397.7% | +296.5% |
| All | +5,549.9% | +652.7% | +4,897.2% | +2,346.8% |
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