+427.3%
CSX vs SWK
+29.6%
+397.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -5.5% | +11.0% | -16.6% | -9.8% |
| 30D | +4.9% | +30.1% | -25.1% | -6.2% |
| 3M | -2.9% | +14.7% | -17.5% | -8.7% |
| 6M | +8.3% | +44.5% | -36.2% | -8.4% |
| YTD | +36.7% | +59.4% | -22.6% | +9.7% |
| 1Y | +41.5% | +77.5% | -36.0% | +8.1% |
| 3Y | +68.6% | +49.5% | +19.2% | +30.5% |
| 5Y | +48.4% | -24.9% | +73.3% | +55.0% |
| All | +427.3% | +29.6% | +397.7% | +294.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling