+230.8%
CORZ vs SWK
+35.1%
+195.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.6% | -8.2% | -10.0% |
| 7D | -21.1% | +11.3% | -32.4% | -24.6% |
| 30D | -31.8% | +28.1% | -59.9% | -38.3% |
| 3M | -47.7% | +12.6% | -60.3% | -50.4% |
| 6M | -48.7% | +51.7% | -100.4% | -56.8% |
| YTD | -21.8% | +60.0% | -81.8% | -35.8% |
| 1Y | -47.8% | +72.7% | -120.5% | -58.3% |
| All | +230.8% | +35.1% | +195.7% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling