-43.6%
SWKS vs CNP
+73.6%
-117.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | -6.2% | -4.2% | -2.0% | -4.9% |
| 30D | -1.5% | +5.5% | -7.0% | -3.1% |
| 3M | +23.0% | +0.6% | +22.4% | +22.7% |
| 6M | +27.6% | -2.8% | +30.4% | +28.0% |
| YTD | +32.3% | +7.9% | +24.5% | +27.6% |
| 1Y | +20.1% | +6.7% | +13.5% | +16.1% |
| 3Y | +0.6% | +61.1% | -60.5% | -19.9% |
| All | -43.6% | +73.6% | -117.1% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling