-57.7%
CSGP vs SWK
+50.4%
-108.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +13.1% | -9.1% | +0.5% |
| 7D | +18.3% | +17.9% | +0.4% | +13.1% |
| 30D | +17.8% | +31.9% | -14.2% | +9.4% |
| 3M | +9.3% | +16.6% | -7.3% | +4.6% |
| 6M | -7.9% | +61.1% | -69.0% | -19.7% |
| YTD | -51.5% | +64.2% | -115.8% | -58.4% |
| 1Y | -53.3% | +85.2% | -138.5% | -61.6% |
| All | -57.7% | +50.4% | -108.1% | -64.5% |
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