+52.0%
CVS vs SWK
+32.9%
+19.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.2% | +1.1% |
| 7D | -3.7% | +10.7% | -14.4% | -6.2% |
| 30D | -0.3% | +33.3% | -33.7% | -6.8% |
| 3M | -10.3% | +14.7% | -24.9% | -13.4% |
| 6M | -4.6% | +48.5% | -53.1% | -13.4% |
| YTD | +10.7% | +63.9% | -53.2% | -2.4% |
| 1Y | +11.2% | +80.4% | -69.2% | -4.2% |
| 3Y | +43.0% | +58.1% | -15.1% | +22.8% |
| 5Y | +8.6% | -24.5% | +33.1% | +11.4% |
| 10Y | +52.0% | +29.5% | +22.5% | +36.0% |
| All | +52.0% | +32.9% | +19.1% | +36.0% |
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