+50.8%
SWKS vs CPRT
+368.4%
-317.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +9.4% | -0.4% | +9.8% | +9.6% |
| 30D | +17.0% | +21.2% | -4.2% | +4.3% |
| 3M | +28.9% | +8.3% | +20.6% | +19.5% |
| 6M | +33.1% | -3.4% | +36.5% | +29.9% |
| YTD | +44.8% | -18.7% | +63.5% | +56.1% |
| 1Y | +36.2% | -23.5% | +59.7% | +52.6% |
| 3Y | +11.5% | -34.2% | +45.6% | +33.7% |
| 5Y | -37.1% | -18.2% | -18.9% | -36.3% |
| All | +50.8% | +368.4% | -317.6% | -32.4% |
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