-49.7%
SWKS vs CPNG
-76.7%
+26.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +5.0% | +2.5% |
| 7D | +11.8% | -6.3% | +18.1% | +13.4% |
| 30D | +6.7% | -8.7% | +15.5% | +8.7% |
| 3M | 0.0% | -2.4% | +2.5% | -0.6% |
| 6M | +38.7% | -22.3% | +61.1% | +44.5% |
| YTD | +21.4% | -37.2% | +58.6% | +32.0% |
| 1Y | +2.9% | -53.0% | +55.9% | +19.7% |
| 3Y | -16.4% | -20.0% | +3.6% | -16.4% |
| 5Y | -51.2% | -52.8% | +1.6% | -50.9% |
| All | -49.7% | -76.7% | +26.9% | -48.2% |
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