+24.9%
COP vs SWKS
-1.9%
+26.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -9.7% | -9.2% | -0.5% | -8.5% |
| 30D | +4.7% | -1.9% | +6.6% | +5.0% |
| 3M | +18.5% | +21.2% | -2.7% | +14.9% |
| 6M | +11.4% | +12.9% | -1.5% | +8.3% |
| YTD | +47.9% | +30.7% | +17.2% | +39.1% |
| 1Y | +59.3% | +14.1% | +45.2% | +53.9% |
| All | +24.9% | -1.9% | +26.8% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling