+15.3%
SWK vs CNI
+20.6%
-5.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.2% | -3.2% |
| 7D | -0.7% | +1.9% | -2.7% | -2.3% |
| 30D | -9.7% | -3.0% | -6.7% | -7.4% |
| 3M | +19.5% | +2.2% | +17.3% | +16.8% |
| 6M | +26.0% | +16.3% | +9.7% | +10.2% |
| YTD | +29.1% | +25.7% | +3.4% | +5.8% |
| 1Y | +23.7% | +30.4% | -6.7% | -2.0% |
| 3Y | +15.3% | +20.4% | -5.1% | -5.6% |
| All | +15.3% | +20.6% | -5.3% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling