+134.8%
CNP vs SWK
+29.6%
+105.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -4.2% | +11.0% | -15.2% | -7.0% |
| 30D | +5.5% | +30.1% | -24.5% | -1.7% |
| 3M | +0.6% | +14.7% | -14.1% | -3.4% |
| 6M | -2.8% | +44.5% | -47.3% | -12.7% |
| YTD | +7.9% | +59.4% | -51.5% | -6.5% |
| 1Y | +6.7% | +77.5% | -70.9% | -10.5% |
| 3Y | +61.1% | +49.5% | +11.7% | +35.5% |
| 5Y | +73.0% | -24.9% | +97.9% | +80.8% |
| All | +134.8% | +29.6% | +105.2% | +91.8% |
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