+114.6%
CTAS vs SWK
-38.7%
+153.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -0.2% | -5.7% | +5.5% | +1.0% |
| 3M | +11.7% | +24.1% | -12.4% | +6.2% |
| 6M | +0.7% | +24.7% | -24.0% | -4.7% |
| YTD | +7.4% | +33.9% | -26.5% | -0.2% |
| 1Y | -2.1% | +34.7% | -36.8% | -9.5% |
| 3Y | +62.9% | +15.3% | +47.7% | +51.0% |
| All | +114.6% | -38.7% | +153.4% | +142.5% |
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