+231.7%
CTVA vs SWK
-8.8%
+240.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.2% |
| 7D | +4.9% | -0.4% | +5.4% | +5.1% |
| 30D | +11.9% | -5.7% | +17.6% | +14.0% |
| 3M | +13.7% | +24.1% | -10.4% | +5.0% |
| 6M | +13.1% | +24.7% | -11.6% | +3.5% |
| YTD | +32.0% | +33.9% | -2.0% | +17.2% |
| 1Y | +22.1% | +34.7% | -12.6% | +7.5% |
| 3Y | +77.5% | +15.3% | +62.2% | +58.4% |
| 5Y | +106.3% | -39.3% | +145.6% | +138.0% |
| All | +231.7% | -8.8% | +240.5% | +193.6% |
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 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