+512.3%
COR vs SWK
+32.9%
+479.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.8% | +3.2% |
| 7D | +2.3% | +10.7% | -8.3% | +0.5% |
| 30D | +6.8% | +33.3% | -26.6% | +1.5% |
| 3M | +8.1% | +14.7% | -6.6% | +5.4% |
| 6M | +33.0% | +48.5% | -15.5% | +23.4% |
| YTD | +3.0% | +63.9% | -60.9% | -7.0% |
| 1Y | -3.4% | +80.4% | -83.8% | -14.5% |
| 3Y | +80.1% | +58.1% | +22.0% | +56.9% |
| 5Y | +194.7% | -24.5% | +219.2% | +212.5% |
| 10Y | +512.3% | +29.5% | +482.8% | +416.5% |
| All | +512.3% | +32.9% | +479.4% | +416.5% |
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