+29.5%
SWK vs CPB
-39.9%
+69.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.1% |
| 7D | +10.7% | +3.3% | +7.4% | +10.0% |
| 30D | +33.3% | +19.0% | +14.3% | +28.8% |
| 3M | +14.7% | +0.4% | +14.2% | +14.3% |
| 6M | +48.5% | +13.0% | +35.5% | +44.3% |
| YTD | +63.9% | -12.7% | +76.6% | +67.2% |
| 1Y | +80.4% | -20.9% | +101.3% | +87.5% |
| 3Y | +58.1% | -35.4% | +93.5% | +69.9% |
| 5Y | -24.5% | -32.3% | +7.8% | -20.1% |
| 10Y | +29.5% | -40.5% | +70.0% | +40.1% |
| All | +29.5% | -39.9% | +69.4% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling