-23.9%
CPRT vs SWK
+87.6%
-111.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +13.1% | -8.1% | +2.0% |
| 7D | +12.6% | +17.9% | -5.3% | +8.5% |
| 30D | +18.0% | +31.9% | -14.0% | +11.4% |
| 3M | +11.0% | +16.6% | -5.6% | +6.8% |
| 6M | -2.0% | +61.1% | -63.1% | -10.4% |
| YTD | -16.7% | +64.2% | -80.9% | -23.3% |
| 1Y | -23.9% | +85.2% | -109.1% | -30.0% |
| All | -23.9% | +87.6% | -111.5% | -30.0% |
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