+17.5%
SWK vs CPB
-40.0%
+57.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.9% |
| 7D | -0.4% | -8.6% | +8.1% | +2.1% |
| 30D | -5.7% | -7.2% | +1.5% | -3.8% |
| 3M | +24.1% | +0.9% | +23.2% | +22.9% |
| 6M | +24.7% | -11.8% | +36.5% | +28.9% |
| YTD | +33.9% | -19.4% | +53.4% | +42.5% |
| 1Y | +34.7% | -30.4% | +65.1% | +50.6% |
| All | +17.5% | -40.0% | +57.5% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling