+135.8%
CVE vs SWK
+30.0%
+105.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.2% | -1.7% |
| 7D | -14.1% | +11.3% | -25.3% | -18.6% |
| 30D | -11.6% | +28.1% | -39.7% | -21.2% |
| 3M | 0.0% | +12.6% | -12.5% | -6.2% |
| 6M | -8.4% | +51.7% | -60.1% | -26.1% |
| YTD | +65.9% | +60.0% | +5.9% | +28.0% |
| 1Y | +69.4% | +72.7% | -3.3% | +25.3% |
| 3Y | +55.9% | +46.3% | +9.6% | +17.1% |
| 5Y | +146.2% | -24.6% | +170.8% | +153.7% |
| All | +135.8% | +30.0% | +105.8% | +99.1% |
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