+31.0%
SWKS vs CPAY
+142.6%
-111.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.1% | +2.9% |
| 7D | +11.8% | +0.6% | +11.3% | +11.5% |
| 30D | +6.7% | +3.6% | +3.1% | +4.7% |
| 3M | 0.0% | +16.6% | -16.6% | -8.1% |
| 6M | +38.7% | +29.5% | +9.3% | +19.6% |
| YTD | +21.4% | +35.3% | -13.9% | +1.1% |
| 1Y | +2.9% | +30.6% | -27.7% | -13.3% |
| 3Y | -16.4% | +49.7% | -66.1% | -35.3% |
| 5Y | -51.2% | +54.4% | -105.6% | -63.6% |
| 10Y | +31.0% | +142.8% | -111.8% | -20.3% |
| All | +31.0% | +142.6% | -111.5% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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