-41.3%
CORZ vs SWK
+87.6%
-128.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +13.1% | -23.5% | -14.0% |
| 7D | -14.9% | +17.9% | -32.8% | -20.1% |
| 30D | -23.1% | +31.9% | -55.1% | -31.6% |
| 3M | -44.1% | +16.6% | -60.6% | -47.4% |
| 6M | -39.5% | +61.1% | -100.7% | -51.4% |
| YTD | -12.4% | +64.2% | -76.6% | -32.0% |
| 1Y | -41.3% | +85.2% | -126.5% | -56.0% |
| All | -41.3% | +87.6% | -128.9% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling