+3,264.4%
CSGP vs SWK
+392.6%
+2,871.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -4.1% | -0.4% | -3.6% | -4.0% |
| 30D | +2.3% | -5.7% | +8.0% | +4.6% |
| 3M | -8.2% | +24.1% | -32.2% | -16.5% |
| 6M | -35.1% | +24.7% | -59.8% | -41.9% |
| YTD | -54.0% | +33.9% | -88.0% | -60.2% |
| 1Y | -65.3% | +34.7% | -100.0% | -70.2% |
| 3Y | -62.6% | +15.3% | -77.8% | -67.2% |
| 5Y | -64.8% | -39.3% | -25.5% | -61.4% |
| 10Y | +45.1% | +2.5% | +42.6% | +16.0% |
| All | +3,264.4% | +392.6% | +2,871.8% | +1,021.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling