-25.2%
SWKS vs CNP
+55.2%
-80.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.6% |
| 7D | +12.5% | +1.1% | +11.4% | +12.3% |
| 30D | +10.5% | -1.8% | +12.3% | +10.8% |
| 3M | -7.4% | -4.6% | -2.8% | -7.1% |
| 6M | +32.7% | -8.8% | +41.5% | +34.4% |
| YTD | +19.2% | +5.2% | +13.9% | +17.0% |
| 1Y | +2.4% | +8.3% | -5.9% | -0.3% |
| All | -25.2% | +55.2% | -80.4% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling