+34.7%
SWK vs CAI
-31.3%
+65.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -0.4% | -2.2% | +1.7% | -0.2% |
| 30D | -5.7% | +52.4% | -58.1% | -11.0% |
| 3M | +24.1% | +45.1% | -21.0% | +17.7% |
| 6M | +24.7% | +26.2% | -1.5% | +19.0% |
| YTD | +33.9% | -7.1% | +41.0% | +32.3% |
| 1Y | +34.7% | -31.0% | +65.7% | +34.1% |
| All | +34.7% | -31.3% | +65.9% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling