+31.9%
CVS vs SWK
-38.7%
+70.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +4.0% | -0.4% | +4.4% | +4.0% |
| 30D | -2.4% | -5.7% | +3.3% | -1.6% |
| 3M | +2.7% | +24.1% | -21.4% | -0.7% |
| 6M | +21.9% | +24.7% | -2.8% | +17.5% |
| YTD | +24.7% | +33.9% | -9.2% | +18.6% |
| 1Y | +35.4% | +34.7% | +0.8% | +28.3% |
| 3Y | +65.2% | +15.3% | +49.9% | +58.3% |
| All | +31.9% | -38.7% | +70.6% | +39.4% |
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