+139.8%
CNP vs SWK
+32.9%
+107.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | -0.3% |
| 7D | -4.3% | +10.7% | -15.0% | -7.1% |
| 30D | +5.7% | +33.3% | -27.6% | -2.2% |
| 3M | +0.9% | +14.7% | -13.7% | -3.0% |
| 6M | -1.1% | +48.5% | -49.6% | -11.7% |
| YTD | +8.3% | +63.9% | -55.6% | -6.8% |
| 1Y | +5.9% | +80.4% | -74.5% | -11.5% |
| 3Y | +64.6% | +58.1% | +6.5% | +36.1% |
| 5Y | +74.6% | -24.5% | +99.1% | +83.0% |
| 10Y | +139.8% | +29.5% | +110.4% | +91.6% |
| All | +139.8% | +32.9% | +107.0% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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