+602.4%
SWK vs CNI
+6,541.6%
-5,939.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.4% | -2.1% | +1.6% | +0.8% |
| 30D | -5.7% | -3.3% | -2.5% | -3.8% |
| 3M | +24.1% | +3.8% | +20.3% | +21.0% |
| 6M | +24.7% | +12.7% | +12.0% | +15.8% |
| YTD | +33.9% | +26.3% | +7.7% | +16.1% |
| 1Y | +34.7% | +29.9% | +4.8% | +14.7% |
| 3Y | +15.3% | +15.9% | -0.7% | +5.2% |
| 5Y | -39.3% | +6.9% | -46.2% | -42.2% |
| 10Y | +2.5% | +126.8% | -124.3% | -34.9% |
| All | +602.4% | +6,541.6% | -5,939.2% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling