+60.4%
CVS vs SWK
+18.1%
+42.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +6.6% | -1.4% | +7.9% | +6.8% |
| 30D | -0.4% | +25.5% | -25.9% | -5.7% |
| 3M | -5.3% | +11.8% | -17.0% | -8.1% |
| 6M | -7.7% | +48.7% | -56.4% | -16.4% |
| YTD | +16.0% | +57.2% | -41.1% | +3.1% |
| 1Y | +16.2% | +75.3% | -59.0% | +0.6% |
| 3Y | +47.6% | +51.9% | -4.4% | +27.6% |
| 5Y | +12.3% | -30.7% | +43.1% | +17.8% |
| All | +60.4% | +18.1% | +42.3% | +42.5% |
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