+22.2%
SWK vs CGNX
+94.1%
-72.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | -1.4% | +4.7% | -6.0% | -3.3% |
| 30D | +25.5% | -12.7% | +38.1% | +30.9% |
| 3M | +11.8% | -18.7% | +30.5% | +18.9% |
| 6M | +48.7% | -21.2% | +69.9% | +58.7% |
| YTD | +57.2% | +39.6% | +17.6% | +24.3% |
| 1Y | +75.3% | +35.6% | +39.7% | +40.2% |
| 3Y | +51.9% | +44.7% | +7.2% | +10.3% |
| 5Y | -30.7% | -37.8% | +7.0% | -27.7% |
| All | +22.2% | +94.1% | -72.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling