+90.1%
SWK vs CAI
-9.5%
+99.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.9% |
| 7D | +11.3% | -25.6% | +36.9% | +14.6% |
| 30D | +31.5% | -17.7% | +49.2% | +33.7% |
| 3M | +14.4% | +4.4% | +10.0% | +12.6% |
| 6M | +46.4% | +51.3% | -4.8% | +36.3% |
| YTD | +61.6% | -9.5% | +71.0% | +58.7% |
| 1Y | +78.7% | -1.5% | +80.2% | +73.3% |
| All | +90.1% | -9.5% | +99.7% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling