+85.2%
SWK vs CNI
+37.5%
+47.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +2.1% | +11.0% | +11.4% |
| 7D | +17.9% | +3.7% | +14.1% | +14.8% |
| 30D | +31.9% | +8.1% | +23.9% | +24.5% |
| 3M | +16.6% | +1.9% | +14.7% | +14.9% |
| 6M | +61.1% | +19.2% | +41.9% | +38.7% |
| YTD | +64.2% | +32.7% | +31.5% | +28.9% |
| 1Y | +85.2% | +37.0% | +48.2% | +41.7% |
| All | +85.2% | +37.5% | +47.7% | +41.7% |
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