+5.7%
CVS vs SWK
-25.5%
+31.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | -7.1% | +11.0% | -18.1% | -8.4% |
| 30D | -4.0% | +30.1% | -34.0% | -7.4% |
| 3M | -12.2% | +14.7% | -26.9% | -14.0% |
| 6M | -2.2% | +44.5% | -46.7% | -7.3% |
| YTD | +8.9% | +59.4% | -50.5% | +1.2% |
| 1Y | +9.9% | +77.5% | -67.7% | +0.5% |
| 3Y | +32.1% | +49.5% | -17.4% | +22.1% |
| All | +5.7% | -25.5% | +31.2% | +6.5% |
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 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