+5,520.4%
CNQ vs SWK
+783.3%
+4,737.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +2.5% | -1.4% | +3.8% | +3.0% |
| 30D | -4.0% | +25.5% | -29.4% | -14.3% |
| 3M | +5.5% | +11.8% | -6.3% | -1.3% |
| 6M | +7.5% | +48.7% | -41.2% | -13.1% |
| YTD | +51.2% | +57.2% | -5.9% | +16.2% |
| 1Y | +57.3% | +75.3% | -18.0% | +14.2% |
| 3Y | +71.0% | +51.9% | +19.0% | +23.8% |
| 5Y | +206.1% | -30.7% | +236.9% | +207.7% |
| 10Y | +416.2% | +18.4% | +397.8% | +279.0% |
| All | +5,520.4% | +783.3% | +4,737.1% | +2,134.0% |
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