-45.2%
SWKS vs CPNG
-74.3%
+29.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -6.2% | +13.4% | -19.5% | -8.9% |
| 30D | -1.5% | +10.0% | -11.5% | -3.9% |
| 3M | +23.0% | -0.4% | +23.3% | +22.3% |
| 6M | +27.6% | -8.9% | +36.5% | +28.0% |
| YTD | +32.3% | -30.9% | +63.3% | +40.3% |
| 1Y | +20.1% | -43.8% | +64.0% | +33.7% |
| 3Y | +0.6% | -2.5% | +3.1% | -4.0% |
| 5Y | -42.3% | -45.6% | +3.3% | -43.7% |
| All | -45.2% | -74.3% | +29.2% | -44.9% |
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