+58.6%
CVE vs SWK
+46.5%
+12.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.2% | -2.4% |
| 7D | -14.1% | +11.3% | -25.3% | -15.7% |
| 30D | -11.6% | +28.1% | -39.7% | -15.5% |
| 3M | 0.0% | +12.6% | -12.5% | -2.2% |
| 6M | -8.4% | +51.7% | -60.1% | -16.8% |
| YTD | +65.9% | +60.0% | +5.9% | +47.0% |
| 1Y | +69.4% | +72.7% | -3.3% | +46.2% |
| All | +58.6% | +46.5% | +12.1% | +32.6% |
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 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