-2.5%
CPNG vs SWK
+46.0%
-48.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +13.4% | +11.0% | +2.3% | +10.5% |
| 30D | +10.0% | +30.1% | -20.1% | +3.3% |
| 3M | -0.4% | +14.7% | -15.0% | -3.7% |
| 6M | -8.9% | +44.5% | -53.4% | -17.0% |
| YTD | -30.9% | +59.4% | -90.3% | -39.1% |
| 1Y | -43.8% | +77.5% | -121.4% | -51.9% |
| 3Y | -2.5% | +49.5% | -51.9% | -18.3% |
| All | -2.5% | +46.0% | -48.4% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling