+85.0%
SWK vs CAI
-14.7%
+99.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.1% | +0.6% |
| 7D | -1.4% | -8.7% | +7.3% | -0.4% |
| 30D | +25.5% | -23.8% | +49.3% | +28.6% |
| 3M | +11.8% | +3.9% | +7.9% | +9.9% |
| 6M | +48.7% | +56.8% | -8.1% | +37.6% |
| YTD | +57.2% | -14.6% | +71.8% | +55.4% |
| 1Y | +75.3% | -5.2% | +80.5% | +70.6% |
| All | +85.0% | -14.7% | +99.6% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling