+57.2%
CSX vs SWK
-24.2%
+81.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +13.1% | -10.5% | -1.2% |
| 7D | +0.1% | +17.9% | -17.8% | -4.8% |
| 30D | +9.7% | +31.9% | -22.2% | +1.0% |
| 3M | +2.3% | +16.6% | -14.3% | -2.6% |
| 6M | +17.1% | +61.1% | -44.1% | +0.7% |
| YTD | +44.9% | +64.2% | -19.3% | +23.2% |
| 1Y | +47.1% | +85.2% | -38.1% | +20.3% |
| 3Y | +78.6% | +50.2% | +28.4% | +49.4% |
| 5Y | +57.2% | -22.8% | +80.0% | +60.1% |
| All | +57.2% | -24.2% | +81.4% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling