+74.5%
CSX vs SWK
+46.5%
+28.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.2% | -1.7% |
| 7D | -2.7% | +11.3% | -14.0% | -5.6% |
| 30D | +7.0% | +28.1% | -21.1% | 0.0% |
| 3M | -0.3% | +12.6% | -12.9% | -3.7% |
| 6M | +13.5% | +51.7% | -38.2% | +0.6% |
| YTD | +41.5% | +60.0% | -18.5% | +22.8% |
| 1Y | +45.8% | +72.7% | -26.9% | +23.7% |
| All | +74.5% | +46.5% | +28.0% | +44.9% |
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 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