-34.1%
CORZ vs SWK
+79.5%
-113.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.8% | +5.3% | +7.3% |
| 7D | +1.7% | +10.7% | -9.0% | -1.4% |
| 30D | -17.5% | +33.3% | -50.8% | -26.7% |
| 3M | -39.5% | +14.7% | -54.1% | -42.6% |
| 6M | -44.5% | +48.5% | -93.0% | -53.5% |
| YTD | -12.6% | +63.9% | -76.5% | -31.5% |
| All | -34.1% | +79.5% | -113.6% | -48.6% |
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 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