+22.8%
CTAS vs SWK
+77.0%
-54.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.2% |
| 7D | +0.7% | +11.3% | -10.6% | -1.2% |
| 30D | +11.3% | +31.5% | -20.2% | +6.5% |
| 3M | +11.4% | +14.4% | -3.0% | +8.8% |
| 6M | +35.6% | +46.4% | -10.8% | +26.9% |
| YTD | +20.7% | +61.6% | -40.9% | +10.0% |
| 1Y | +22.8% | +78.7% | -55.9% | +9.8% |
| All | +22.8% | +77.0% | -54.2% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling