+8,487.9%
SWKS vs CPRT
+22,996.9%
-14,509.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | -9.2% | +9.9% | -19.1% | -12.6% |
| 30D | -1.9% | +21.1% | -23.0% | -9.2% |
| 3M | +21.2% | +12.3% | +8.9% | +14.0% |
| 6M | +12.9% | -2.0% | +14.9% | +10.5% |
| YTD | +30.7% | -17.0% | +47.8% | +35.9% |
| 1Y | +14.1% | -22.5% | +36.7% | +21.6% |
| 3Y | -1.7% | -29.3% | +27.6% | +7.6% |
| 5Y | -43.0% | -15.6% | -27.4% | -41.4% |
| 10Y | +34.3% | +411.6% | -377.3% | -26.8% |
| All | +8,487.9% | +22,996.9% | -14,509.0% | +2,111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling