+34.6%
CP vs SWK
+87.6%
-53.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +13.1% | -9.6% | -0.4% |
| 7D | +5.6% | +17.9% | -12.3% | +0.3% |
| 30D | +10.0% | +31.9% | -21.9% | +1.0% |
| 3M | +4.4% | +16.6% | -12.2% | -0.7% |
| 6M | +14.1% | +61.1% | -47.1% | -2.9% |
| YTD | +29.1% | +64.2% | -35.2% | +8.4% |
| 1Y | +34.6% | +85.2% | -50.7% | +8.3% |
| All | +34.6% | +87.6% | -53.1% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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