+53.6%
CSX vs SWK
-25.4%
+79.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.2% | -1.6% |
| 7D | -2.7% | +11.3% | -14.0% | -5.9% |
| 30D | +7.0% | +28.1% | -21.1% | -0.7% |
| 3M | -0.3% | +12.6% | -12.9% | -4.0% |
| 6M | +13.5% | +51.7% | -38.2% | -0.5% |
| YTD | +41.5% | +60.0% | -18.5% | +21.2% |
| 1Y | +45.8% | +72.7% | -26.9% | +21.8% |
| 3Y | +74.4% | +46.3% | +28.1% | +47.1% |
| 5Y | +53.6% | -24.6% | +78.2% | +57.5% |
| All | +53.6% | -25.4% | +79.0% | +57.5% |
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 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