-36.5%
SWKS vs CPRT
-18.6%
-17.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +9.4% | -0.4% | +9.8% | +9.6% |
| 30D | +17.0% | +21.2% | -4.2% | +6.3% |
| 3M | +28.9% | +8.3% | +20.6% | +20.7% |
| 6M | +33.1% | -3.4% | +36.5% | +31.1% |
| YTD | +44.8% | -18.7% | +63.5% | +57.9% |
| 1Y | +36.2% | -23.5% | +59.7% | +54.7% |
| 3Y | +11.5% | -34.2% | +45.6% | +33.8% |
| All | -36.5% | -18.6% | -17.9% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling