+310.1%
COP vs SWKS
+31.8%
+278.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -6.1% | -3.1% | -3.0% | -5.2% |
| 30D | +1.1% | +8.3% | -7.2% | -1.2% |
| 3M | +10.9% | +20.2% | -9.3% | +4.2% |
| 6M | +20.8% | +24.9% | -4.2% | +9.9% |
| YTD | +48.0% | +33.2% | +14.9% | +30.4% |
| 1Y | +58.5% | +23.6% | +34.9% | +42.7% |
| 3Y | +28.1% | +1.3% | +26.9% | +14.6% |
| 5Y | +120.5% | -40.6% | +161.0% | +129.8% |
| 10Y | +310.1% | +35.3% | +274.9% | +185.0% |
| All | +310.1% | +31.8% | +278.3% | +185.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling