+32.1%
SWKS vs CPRT
+398.2%
-366.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +2.1% |
| 7D | -6.2% | +6.0% | -12.2% | -9.6% |
| 30D | -1.5% | +20.0% | -21.5% | -11.7% |
| 3M | +23.0% | +10.1% | +12.8% | +12.9% |
| 6M | +27.6% | -4.3% | +31.9% | +25.2% |
| YTD | +32.3% | -18.4% | +50.7% | +42.4% |
| 1Y | +20.1% | -20.1% | +40.2% | +30.7% |
| 3Y | +0.6% | -30.4% | +31.1% | +16.2% |
| 5Y | -42.3% | -17.0% | -25.3% | -42.1% |
| All | +32.1% | +398.2% | -366.1% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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