+72.7%
SWK vs CPB
-17.5%
+90.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | +11.3% | +11.6% | -0.3% | +8.3% |
| 30D | +28.1% | +23.3% | +4.8% | +22.0% |
| 3M | +12.6% | +1.6% | +10.9% | +11.2% |
| 6M | +51.7% | +13.9% | +37.8% | +46.0% |
| YTD | +60.0% | -11.7% | +71.6% | +63.4% |
| 1Y | +72.7% | -18.2% | +90.9% | +78.8% |
| All | +72.7% | -17.5% | +90.2% | +78.8% |
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