+60.7%
COP vs SWKS
+14.2%
+46.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.3% | -5.1% |
| 7D | -8.1% | -4.9% | -3.2% | -8.0% |
| 30D | +6.7% | -1.2% | +7.8% | +6.7% |
| 3M | +16.9% | +24.2% | -7.3% | +16.9% |
| 6M | +11.2% | +21.5% | -10.3% | +11.7% |
| YTD | +49.5% | +33.5% | +16.0% | +50.0% |
| 1Y | +60.7% | +18.9% | +41.8% | +63.4% |
| All | +60.7% | +14.2% | +46.5% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling