-44.8%
SWKS vs CPNG
-74.3%
+29.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -3.1% | +7.2% | -10.4% | -4.8% |
| 30D | +8.3% | +3.2% | +5.1% | +7.3% |
| 3M | +20.2% | +0.9% | +19.4% | +19.3% |
| 6M | +24.9% | -3.8% | +28.8% | +23.8% |
| YTD | +33.2% | -30.8% | +63.9% | +41.1% |
| 1Y | +23.6% | -43.5% | +67.1% | +37.4% |
| 3Y | +1.3% | +6.6% | -5.3% | -5.3% |
| 5Y | -40.6% | -45.3% | +4.7% | -42.1% |
| All | -44.8% | -74.3% | +29.4% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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