+2.9%
SWKS vs CPNG
-50.4%
+53.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +5.0% | +2.0% |
| 7D | +11.8% | -6.3% | +18.1% | +12.3% |
| 30D | +6.7% | -8.7% | +15.5% | +7.3% |
| 3M | 0.0% | -2.4% | +2.5% | -1.2% |
| 6M | +38.7% | -22.3% | +61.1% | +42.0% |
| YTD | +21.4% | -37.2% | +58.6% | +26.9% |
| 1Y | +2.9% | -53.0% | +55.9% | +14.2% |
| All | +2.9% | -50.4% | +53.3% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling