+186.1%
COR vs SWK
-38.7%
+224.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.9% |
| 7D | +2.8% | -0.4% | +3.2% | +2.8% |
| 30D | +4.5% | -5.7% | +10.3% | +4.6% |
| 3M | +22.7% | +24.1% | -1.4% | +22.0% |
| 6M | -9.7% | +24.7% | -34.4% | -10.3% |
| YTD | -1.4% | +33.9% | -35.4% | -2.3% |
| 1Y | +13.9% | +34.7% | -20.8% | +12.8% |
| 3Y | +94.0% | +15.3% | +78.7% | +93.3% |
| All | +186.1% | -38.7% | +224.9% | +218.6% |
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