+291.4%
SWKS vs CPAY
+1,738.6%
-1,447.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -3.1% | +13.1% | -16.2% | -9.4% |
| 30D | +8.3% | +15.5% | -7.2% | +0.1% |
| 3M | +20.2% | +14.7% | +5.6% | +11.3% |
| 6M | +24.9% | +33.6% | -8.7% | +5.7% |
| YTD | +33.2% | +52.7% | -19.6% | +2.8% |
| 1Y | +23.6% | +63.5% | -39.9% | -8.3% |
| 3Y | +1.3% | +98.8% | -97.5% | -33.5% |
| 5Y | -40.6% | +88.6% | -129.2% | -60.5% |
| 10Y | +35.3% | +213.8% | -178.5% | -36.5% |
| All | +291.4% | +1,738.6% | -1,447.1% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling