+4,492.0%
COP vs SWKS
+8,307.4%
-3,815.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.4% |
| 7D | +3.0% | +12.5% | -9.5% | +2.0% |
| 30D | +17.5% | +10.5% | +7.0% | +16.4% |
| 3M | +13.4% | -7.4% | +20.8% | +13.7% |
| 6M | +17.7% | +32.7% | -14.9% | +14.2% |
| YTD | +46.6% | +19.2% | +27.4% | +43.3% |
| 1Y | +44.6% | +2.4% | +42.2% | +43.0% |
| 3Y | +20.7% | -25.6% | +46.3% | +21.1% |
| 5Y | +185.0% | -53.4% | +238.5% | +194.3% |
| 10Y | +347.0% | +23.2% | +323.8% | +327.7% |
| All | +4,492.0% | +8,307.4% | -3,815.5% | +3,256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling