+51.7%
SWK vs CAI
+38.1%
+13.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -21.6% | +19.1% | -1.5% |
| 7D | +11.3% | -28.0% | +39.2% | +12.9% |
| 30D | +28.1% | -5.2% | +33.3% | +28.5% |
| 3M | +12.6% | +58.2% | -45.6% | +9.4% |
| 6M | +51.7% | +37.4% | +14.4% | +48.0% |
| All | +51.7% | +38.1% | +13.6% | +48.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling