-25.3%
SWK vs CPAY
+86.4%
-111.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.4% |
| 7D | +11.0% | +13.5% | -2.5% | +3.2% |
| 30D | +30.1% | +13.1% | +17.0% | +21.1% |
| 3M | +14.7% | +14.3% | +0.4% | +5.8% |
| 6M | +44.5% | +49.0% | -4.5% | +12.8% |
| YTD | +59.4% | +51.3% | +8.1% | +20.8% |
| 1Y | +77.5% | +63.7% | +13.8% | +27.8% |
| 3Y | +49.5% | +95.0% | -45.5% | -6.2% |
| All | -25.3% | +86.4% | -111.7% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 5y: compounded portfolio wealth divided by compounded CPAY 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…
5y analysis · Full analysis span regression · 6 months rolling