+137.3%
CTVA vs SWK
+7.0%
+130.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -20.8% | -1.4% | -19.4% | -20.2% |
| 30D | -29.6% | +25.5% | -55.1% | -34.8% |
| 3M | -16.9% | +11.8% | -28.7% | -20.1% |
| 6M | -24.3% | +48.7% | -73.0% | -34.3% |
| YTD | -5.6% | +57.2% | -62.8% | -20.6% |
| 1Y | -4.2% | +75.3% | -79.4% | -22.7% |
| 3Y | +43.3% | +51.9% | -8.7% | +15.9% |
| 5Y | +35.7% | -30.7% | +66.5% | +50.8% |
| All | +137.3% | +7.0% | +130.3% | +98.8% |
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 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