+23,259.8%
CTAS vs SWK
+1,275.2%
+21,984.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -0.2% | -5.7% | +5.5% | +1.9% |
| 3M | +11.7% | +24.1% | -12.4% | +2.4% |
| 6M | +0.7% | +24.7% | -24.0% | -8.6% |
| YTD | +7.4% | +33.9% | -26.5% | -5.5% |
| 1Y | -2.1% | +34.7% | -36.8% | -14.6% |
| 3Y | +62.9% | +15.3% | +47.7% | +42.2% |
| 5Y | +111.9% | -39.3% | +151.2% | +127.9% |
| 10Y | +652.2% | +2.5% | +649.7% | +530.9% |
| All | +23,259.8% | +1,275.2% | +21,984.6% | +8,290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling