-66.7%
CPNG vs SWK
-25.3%
-41.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.2% |
| 7D | +11.7% | +10.7% | +1.0% | +7.7% |
| 30D | +3.8% | +33.3% | -29.5% | -6.4% |
| 3M | +1.2% | +14.7% | -13.5% | -3.8% |
| 6M | -3.3% | +48.5% | -51.8% | -16.7% |
| YTD | -30.4% | +63.9% | -94.3% | -43.1% |
| 1Y | -43.1% | +80.4% | -123.6% | -55.4% |
| 3Y | +8.2% | +58.1% | -49.9% | -16.0% |
| 5Y | -44.7% | -24.5% | -20.2% | -52.3% |
| All | -66.7% | -25.3% | -41.4% | -71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling