+735.8%
SWK vs CNI
+6,614.8%
-5,879.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | +0.8% |
| 7D | +11.0% | +0.3% | +10.7% | +11.0% |
| 30D | +30.1% | +7.2% | +22.9% | +24.9% |
| 3M | +14.7% | -1.3% | +16.0% | +15.7% |
| 6M | +44.5% | +11.8% | +32.7% | +34.9% |
| YTD | +59.4% | +27.7% | +31.7% | +37.4% |
| 1Y | +77.5% | +33.5% | +44.0% | +48.9% |
| 3Y | +49.5% | +19.3% | +30.1% | +34.4% |
| 5Y | -24.9% | +3.1% | -28.0% | -26.8% |
| 10Y | +31.8% | +141.2% | -109.4% | -18.8% |
| All | +735.8% | +6,614.8% | -5,879.0% | +32.0% |
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 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