+98.8%
CVE vs SWK
+37.3%
+61.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.2% |
| 7D | +2.5% | -0.4% | +3.0% | +2.5% |
| 30D | +16.7% | -5.7% | +22.5% | +15.7% |
| 3M | +9.3% | +24.1% | -14.8% | +12.1% |
| 6M | +43.6% | +24.7% | +18.9% | +49.3% |
| YTD | +93.6% | +33.9% | +59.6% | +101.6% |
| 1Y | +98.8% | +34.7% | +64.1% | +107.0% |
| All | +98.8% | +37.3% | +61.4% | +107.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling