-53.0%
SWKS vs CNP
+73.1%
-126.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | +12.5% | +1.1% | +11.4% | +12.1% |
| 30D | +10.5% | -1.8% | +12.3% | +11.1% |
| 3M | -7.4% | -4.6% | -2.8% | -6.5% |
| 6M | +32.7% | -8.8% | +41.5% | +36.0% |
| YTD | +19.2% | +5.2% | +13.9% | +16.0% |
| 1Y | +2.4% | +8.3% | -5.9% | -1.7% |
| 3Y | -25.6% | +54.9% | -80.5% | -39.2% |
| All | -53.0% | +73.1% | -126.1% | -62.2% |
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