+85.2%
SWK vs CPB
-18.4%
+103.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +5.9% | +7.2% | +11.4% |
| 7D | +17.9% | +13.0% | +4.9% | +14.4% |
| 30D | +31.9% | +20.5% | +11.4% | +26.2% |
| 3M | +16.6% | +2.2% | +14.4% | +15.1% |
| 6M | +61.1% | +15.4% | +45.7% | +54.7% |
| YTD | +64.2% | -12.3% | +76.5% | +68.7% |
| 1Y | +85.2% | -18.0% | +103.2% | +93.2% |
| All | +85.2% | -18.4% | +103.7% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling