+46.0%
SWKS vs CNP
+142.1%
-96.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.6% | +6.5% | +6.2% |
| 7D | +5.7% | -0.1% | +5.8% | +5.7% |
| 30D | +17.3% | +5.0% | +12.3% | +14.9% |
| 3M | +28.3% | +2.7% | +25.6% | +26.6% |
| 6M | +26.1% | -1.9% | +27.9% | +26.1% |
| YTD | +41.1% | +8.8% | +32.3% | +34.6% |
| 1Y | +31.4% | +5.6% | +25.8% | +26.8% |
| 3Y | +7.3% | +63.2% | -55.9% | -16.6% |
| 5Y | -37.7% | +73.8% | -111.5% | -53.4% |
| 10Y | +46.0% | +144.0% | -98.0% | -17.4% |
| All | +46.0% | +142.1% | -96.1% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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