+88.2%
SWK vs CAI
-3.6%
+91.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -21.6% | +19.1% | -0.3% |
| 7D | +11.3% | -28.0% | +39.2% | +14.8% |
| 30D | +28.1% | -5.2% | +33.3% | +28.3% |
| 3M | +12.6% | +58.2% | -45.6% | +4.9% |
| 6M | +51.7% | +37.4% | +14.4% | +42.9% |
| YTD | +60.0% | -3.5% | +63.5% | +56.1% |
| 1Y | +72.7% | -10.9% | +83.6% | +69.8% |
| All | +88.2% | -3.6% | +91.8% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling