-66.8%
CPNG vs SWK
-26.4%
-40.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +7.2% | +11.3% | -4.1% | +3.2% |
| 30D | +3.2% | +31.5% | -28.2% | -6.4% |
| 3M | +0.9% | +14.4% | -13.6% | -4.0% |
| 6M | -3.8% | +46.4% | -50.3% | -16.7% |
| YTD | -30.8% | +61.6% | -92.4% | -43.1% |
| 1Y | -43.5% | +78.7% | -122.3% | -55.5% |
| 3Y | +6.6% | +54.4% | -47.8% | -16.5% |
| 5Y | -45.3% | -25.3% | -20.0% | -52.6% |
| All | -66.8% | -26.4% | -40.5% | -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