-25.2%
SWKS vs CPNG
-19.5%
-5.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.8% |
| 7D | +12.5% | -7.4% | +20.0% | +14.1% |
| 30D | +10.5% | -4.4% | +14.9% | +11.3% |
| 3M | -7.4% | -7.5% | +0.1% | -7.0% |
| 6M | +32.7% | -19.9% | +52.6% | +37.2% |
| YTD | +19.2% | -35.2% | +54.3% | +29.5% |
| 1Y | +2.4% | -46.8% | +49.2% | +16.9% |
| All | -25.2% | -19.5% | -5.8% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling