+73.2%
CVE vs SWK
+87.6%
-14.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +13.1% | -20.7% | -4.4% |
| 7D | -12.1% | +17.9% | -30.0% | -8.2% |
| 30D | -9.8% | +31.9% | -41.7% | -3.7% |
| 3M | -0.7% | +16.6% | -17.3% | +3.5% |
| 6M | -4.3% | +61.1% | -65.4% | +4.5% |
| YTD | +70.6% | +64.2% | +6.4% | +89.9% |
| 1Y | +73.2% | +85.2% | -12.1% | +98.0% |
| All | +73.2% | +87.6% | -14.5% | +98.0% |
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