+88.8%
SWK vs CAI
-9.3%
+98.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -2.3% | -26.3% | +24.0% | +0.6% |
| 30D | +30.4% | -17.5% | +47.9% | +32.6% |
| 3M | +12.1% | +5.8% | +6.3% | +10.1% |
| 6M | +49.1% | +53.6% | -4.6% | +38.5% |
| YTD | +60.4% | -9.2% | +69.7% | +57.6% |
| 1Y | +78.3% | -2.7% | +81.0% | +73.2% |
| All | +88.8% | -9.3% | +98.1% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling