+63.1%
CVE vs SWK
+50.4%
+12.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +13.1% | -20.7% | -9.5% |
| 7D | -12.1% | +17.9% | -30.0% | -14.5% |
| 30D | -9.8% | +31.9% | -41.7% | -14.1% |
| 3M | -0.7% | +16.6% | -17.3% | -3.5% |
| 6M | -4.3% | +61.1% | -65.4% | -14.2% |
| YTD | +70.6% | +64.2% | +6.4% | +50.6% |
| 1Y | +73.2% | +85.2% | -12.1% | +46.6% |
| All | +63.1% | +50.4% | +12.7% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling