-41.6%
SWKS vs CPNG
-74.8%
+33.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.1% | +8.0% | +6.4% |
| 7D | +5.7% | -6.2% | +11.9% | +7.1% |
| 30D | +17.3% | +4.6% | +12.7% | +15.8% |
| 3M | +28.3% | -3.1% | +31.4% | +28.3% |
| 6M | +26.1% | -0.9% | +26.9% | +24.1% |
| YTD | +41.1% | -32.2% | +73.3% | +50.2% |
| 1Y | +31.4% | -44.2% | +75.6% | +46.3% |
| 3Y | +7.3% | +4.4% | +2.9% | +0.8% |
| 5Y | -37.7% | -45.2% | +7.5% | -39.2% |
| All | -41.6% | -74.8% | +33.3% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling