+7,737.1%
CP vs SWK
+1,542.3%
+6,194.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.3% |
| 7D | +6.1% | +11.3% | -5.2% | +1.7% |
| 30D | +9.8% | +28.1% | -18.3% | -0.3% |
| 3M | +2.7% | +12.6% | -9.8% | -2.2% |
| 6M | +12.8% | +51.7% | -38.9% | -4.7% |
| YTD | +28.2% | +60.0% | -31.8% | +5.4% |
| 1Y | +34.1% | +72.7% | -38.5% | +7.0% |
| 3Y | +28.9% | +46.3% | -17.4% | +4.6% |
| 5Y | +27.1% | -24.6% | +51.7% | +27.2% |
| 10Y | +264.8% | +32.2% | +232.5% | +174.8% |
| All | +7,737.1% | +1,542.3% | +6,194.8% | +2,309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling