+1,240.6%
SWK vs CGNX
+12,473.7%
-11,233.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.4% |
| 7D | -0.4% | +3.0% | -3.4% | -1.1% |
| 30D | -5.7% | -11.8% | +6.1% | -3.4% |
| 3M | +24.1% | -3.6% | +27.7% | +24.5% |
| 6M | +24.7% | +17.4% | +7.3% | +19.9% |
| YTD | +33.9% | +73.7% | -39.8% | +16.8% |
| 1Y | +34.7% | +41.5% | -6.8% | +22.2% |
| 3Y | +15.3% | +34.1% | -18.8% | +4.3% |
| 5Y | -39.3% | -27.3% | -12.0% | -38.9% |
| 10Y | +2.5% | +166.6% | -164.1% | -18.9% |
| All | +1,240.6% | +12,473.7% | -11,233.2% | +454.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling