-43.6%
SWKS vs CPRT
-17.4%
-26.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.9% |
| 7D | -6.2% | +6.0% | -12.2% | -9.0% |
| 30D | -1.5% | +20.0% | -21.5% | -10.2% |
| 3M | +23.0% | +10.1% | +12.8% | +14.1% |
| 6M | +27.6% | -4.3% | +31.9% | +26.4% |
| YTD | +32.3% | -18.4% | +50.7% | +44.1% |
| 1Y | +20.1% | -20.1% | +40.2% | +32.3% |
| 3Y | +0.6% | -30.4% | +31.1% | +15.5% |
| All | -43.6% | -17.4% | -26.2% | -48.8% |
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