-65.3%
CSGP vs SWK
+37.3%
-102.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | -4.1% | -0.4% | -3.6% | -4.0% |
| 30D | +2.3% | -5.7% | +8.0% | +2.9% |
| 3M | -8.2% | +24.1% | -32.2% | -10.4% |
| 6M | -35.1% | +24.7% | -59.8% | -36.1% |
| YTD | -54.0% | +33.9% | -88.0% | -56.0% |
| 1Y | -65.3% | +34.7% | -100.0% | -66.9% |
| All | -65.3% | +37.3% | -102.7% | -66.9% |
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