+24.7%
SWK vs CPB
-14.9%
+39.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.4% |
| 7D | -0.4% | -8.6% | +8.1% | +1.0% |
| 30D | -5.7% | -7.2% | +1.5% | -4.7% |
| 3M | +24.1% | +0.9% | +23.2% | +23.6% |
| 6M | +24.7% | -11.8% | +36.5% | +24.2% |
| All | +24.7% | -14.9% | +39.6% | +24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling