+78.7%
SWK vs CAI
-6.7%
+85.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.0% |
| 7D | +11.3% | -25.6% | +36.9% | +14.2% |
| 30D | +31.5% | -17.7% | +49.2% | +33.5% |
| 3M | +14.4% | +4.4% | +10.0% | +12.6% |
| 6M | +46.4% | +51.3% | -4.8% | +36.8% |
| YTD | +61.6% | -9.5% | +71.0% | +56.7% |
| 1Y | +78.7% | -1.5% | +80.2% | +69.9% |
| All | +78.7% | -6.7% | +85.5% | +69.9% |
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 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