+64.2%
CNP vs SWK
+54.4%
+9.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.1% |
| 7D | -3.0% | +11.3% | -14.3% | -3.8% |
| 30D | +6.8% | +31.5% | -24.6% | +4.7% |
| 3M | +3.6% | +14.4% | -10.8% | +2.6% |
| 6M | 0.0% | +46.4% | -46.4% | -3.0% |
| YTD | +9.4% | +61.6% | -52.2% | +5.1% |
| 1Y | +6.8% | +78.7% | -71.9% | +1.7% |
| 3Y | +64.2% | +54.4% | +9.8% | +51.9% |
| All | +64.2% | +54.4% | +9.8% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling