+26,282.4%
CTAS vs SWK
+1,542.3%
+24,740.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.4% | -0.2% |
| 7D | +3.8% | +11.3% | -7.4% | -0.4% |
| 30D | +15.5% | +28.1% | -12.6% | +5.2% |
| 3M | +12.7% | +12.6% | +0.1% | +7.3% |
| 6M | +34.5% | +51.7% | -17.2% | +13.9% |
| YTD | +21.3% | +60.0% | -38.7% | -0.4% |
| 1Y | +23.1% | +72.7% | -49.6% | -2.0% |
| 3Y | +79.3% | +46.3% | +33.0% | +43.1% |
| 5Y | +114.7% | -24.6% | +139.3% | +112.4% |
| 10Y | +867.1% | +32.2% | +834.9% | +635.7% |
| All | +26,282.4% | +1,542.3% | +24,740.1% | +8,740.7% |
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