+74.4%
CNP vs SWK
-38.7%
+113.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | -1.8% | -5.7% | +3.9% | -1.2% |
| 3M | -4.6% | +24.1% | -28.7% | -7.0% |
| 6M | -8.8% | +24.7% | -33.6% | -11.4% |
| YTD | +5.2% | +33.9% | -28.7% | +1.3% |
| 1Y | +8.3% | +34.7% | -26.4% | +4.0% |
| 3Y | +54.9% | +15.3% | +39.6% | +49.9% |
| All | +74.4% | -38.7% | +113.2% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling