+206.2%
CTVA vs SWK
+10.0%
+196.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | +2.4% | +11.3% | -8.9% | -1.3% |
| 30D | -8.1% | +31.5% | -39.5% | -16.3% |
| 3M | +6.3% | +14.4% | -8.1% | +1.1% |
| 6M | +0.4% | +46.4% | -46.0% | -12.6% |
| YTD | +21.8% | +61.6% | -39.8% | +1.3% |
| 1Y | +24.9% | +78.7% | -53.9% | -0.1% |
| 3Y | +92.3% | +54.4% | +37.9% | +54.5% |
| 5Y | +78.9% | -25.3% | +104.2% | +91.6% |
| All | +206.2% | +10.0% | +196.2% | +153.6% |
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