+92.8%
SWK vs CAI
-5.3%
+98.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.7% |
| 7D | +10.7% | -20.3% | +31.0% | +13.1% |
| 30D | +33.3% | -13.9% | +47.2% | +35.0% |
| 3M | +14.7% | +12.4% | +2.2% | +11.8% |
| 6M | +48.5% | +58.3% | -9.8% | +37.6% |
| YTD | +63.9% | -5.2% | +69.1% | +60.2% |
| 1Y | +80.4% | -0.2% | +80.6% | +74.9% |
| All | +92.8% | -5.3% | +98.1% | +92.7% |
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