+57.2%
CVS vs SWK
+26.9%
+30.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.7% |
| 7D | -2.6% | +11.3% | -13.9% | -5.3% |
| 30D | +4.0% | +31.5% | -27.4% | -2.4% |
| 3M | -6.3% | +14.4% | -20.7% | -9.6% |
| 6M | -0.4% | +46.4% | -46.8% | -9.3% |
| YTD | +15.6% | +61.6% | -46.0% | +2.2% |
| 1Y | +18.3% | +78.7% | -60.4% | +2.0% |
| 3Y | +47.3% | +54.4% | -7.1% | +27.1% |
| 5Y | +13.2% | -25.3% | +38.5% | +16.3% |
| 10Y | +57.2% | +22.4% | +34.8% | +40.1% |
| All | +57.2% | +26.9% | +30.3% | +40.1% |
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