+34.7%
SWK vs CNI
+29.8%
+4.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.4% | -2.1% | +1.6% | +1.1% |
| 30D | -5.7% | -3.3% | -2.5% | -3.4% |
| 3M | +24.1% | +3.8% | +20.3% | +19.9% |
| 6M | +24.7% | +12.7% | +12.0% | +12.3% |
| YTD | +33.9% | +26.3% | +7.7% | +10.9% |
| 1Y | +34.7% | +29.9% | +4.8% | +9.2% |
| All | +34.7% | +29.8% | +4.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling