+834.0%
CTAS vs SWK
+29.6%
+804.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +1.2% | +11.0% | -9.9% | -2.8% |
| 30D | +12.8% | +30.1% | -17.3% | +2.3% |
| 3M | +10.3% | +14.7% | -4.4% | +4.5% |
| 6M | +32.0% | +44.5% | -12.5% | +14.0% |
| YTD | +19.1% | +59.4% | -40.2% | -1.9% |
| 1Y | +21.5% | +77.5% | -56.1% | -4.3% |
| 3Y | +76.0% | +49.5% | +26.6% | +38.7% |
| 5Y | +110.9% | -24.9% | +135.8% | +121.3% |
| All | +834.0% | +29.6% | +804.4% | +609.1% |
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 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