+4,533.0%
COP vs SWKS
+9,124.1%
-4,591.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | -9.7% | -9.2% | -0.5% | -9.0% |
| 30D | +4.7% | -1.9% | +6.6% | +4.9% |
| 3M | +18.5% | +21.2% | -2.7% | +16.4% |
| 6M | +11.4% | +12.9% | -1.5% | +9.5% |
| YTD | +47.9% | +30.7% | +17.2% | +43.2% |
| 1Y | +59.3% | +14.1% | +45.2% | +56.0% |
| 3Y | +23.6% | -1.7% | +25.3% | +21.0% |
| 5Y | +113.1% | -43.0% | +156.1% | +116.1% |
| 10Y | +329.1% | +34.3% | +294.8% | +306.9% |
| All | +4,533.0% | +9,124.1% | -4,591.1% | +3,254.0% |
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 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