+320.2%
CVE vs SWK
-38.7%
+358.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +2.5% | -0.4% | +3.0% | +2.6% |
| 30D | +16.7% | -5.7% | +22.5% | +18.0% |
| 3M | +9.3% | +24.1% | -14.8% | +3.6% |
| 6M | +43.6% | +24.7% | +18.9% | +35.1% |
| YTD | +93.6% | +33.9% | +59.6% | +78.3% |
| 1Y | +98.8% | +34.7% | +64.1% | +81.8% |
| 3Y | +73.6% | +15.3% | +58.3% | +59.3% |
| All | +320.2% | -38.7% | +358.9% | +329.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling