+51.9%
SWK vs CNI
+21.4%
+30.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | -1.4% | +2.5% | -3.9% | -3.4% |
| 30D | +25.5% | +6.1% | +19.3% | +19.6% |
| 3M | +11.8% | +0.1% | +11.7% | +11.7% |
| 6M | +48.7% | +14.9% | +33.8% | +31.5% |
| YTD | +57.2% | +30.9% | +26.3% | +24.1% |
| 1Y | +75.3% | +33.9% | +41.4% | +35.5% |
| 3Y | +51.9% | +20.2% | +31.7% | +17.3% |
| All | +51.9% | +21.4% | +30.5% | +17.3% |
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