+21.9%
SWK vs CNI
+142.1%
-120.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.4% |
| 7D | -2.0% | +1.0% | -3.0% | -2.8% |
| 30D | +24.6% | +7.5% | +17.1% | +17.4% |
| 3M | +10.8% | +1.7% | +9.1% | +9.3% |
| 6M | +46.1% | +15.4% | +30.6% | +28.6% |
| YTD | +56.8% | +31.5% | +25.3% | +23.2% |
| 1Y | +72.7% | +32.8% | +39.9% | +34.5% |
| 3Y | +49.9% | +21.7% | +28.2% | +24.5% |
| 5Y | -30.9% | +8.7% | -39.6% | -37.9% |
| All | +21.9% | +142.1% | -120.2% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling