+1,812.7%
CNP vs SWK
+1,275.2%
+537.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | -1.8% | -5.7% | +3.9% | -0.5% |
| 3M | -4.6% | +24.1% | -28.7% | -10.0% |
| 6M | -8.8% | +24.7% | -33.6% | -14.5% |
| YTD | +5.2% | +33.9% | -28.7% | -3.4% |
| 1Y | +8.3% | +34.7% | -26.4% | -1.3% |
| 3Y | +54.9% | +15.3% | +39.6% | +41.4% |
| 5Y | +73.5% | -39.3% | +112.8% | +81.4% |
| 10Y | +139.1% | +2.5% | +136.6% | +109.5% |
| All | +1,812.7% | +1,275.2% | +537.5% | +888.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling