+22.2%
SWK vs CPB
-38.9%
+61.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.5% |
| 7D | -1.4% | -1.6% | +0.2% | -1.1% |
| 30D | +25.5% | +19.2% | +6.3% | +21.0% |
| 3M | +11.8% | -1.0% | +12.7% | +11.8% |
| 6M | +48.7% | +15.2% | +33.5% | +43.8% |
| YTD | +57.2% | -13.1% | +70.3% | +60.6% |
| 1Y | +75.3% | -22.4% | +97.7% | +83.1% |
| 3Y | +51.9% | -35.3% | +87.3% | +63.5% |
| 5Y | -30.7% | -33.0% | +2.3% | -26.6% |
| All | +22.2% | -38.9% | +61.1% | +26.6% |
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