+32.1%
SWKS vs CNP
+138.0%
-105.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.5% |
| 7D | -6.2% | -4.2% | -2.0% | -4.4% |
| 30D | -1.5% | +5.5% | -7.0% | -3.7% |
| 3M | +23.0% | +0.6% | +22.4% | +22.4% |
| 6M | +27.6% | -2.8% | +30.4% | +28.2% |
| YTD | +32.3% | +7.9% | +24.5% | +26.7% |
| 1Y | +20.1% | +6.7% | +13.5% | +15.4% |
| 3Y | +0.6% | +61.1% | -60.5% | -21.3% |
| 5Y | -42.3% | +73.0% | -115.3% | -56.8% |
| All | +32.1% | +138.0% | -105.9% | -26.7% |
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