+386.1%
CARR vs SWK
+89.1%
+297.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.5% |
| 7D | -3.3% | +10.7% | -14.0% | -8.4% |
| 30D | -3.6% | +33.3% | -36.9% | -16.8% |
| 3M | -16.3% | +14.7% | -31.0% | -22.3% |
| 6M | -19.6% | +48.5% | -68.1% | -34.4% |
| YTD | +2.5% | +63.9% | -61.4% | -20.5% |
| 1Y | -5.8% | +80.4% | -86.2% | -30.4% |
| 3Y | +10.2% | +58.1% | -47.9% | -16.8% |
| 5Y | +4.7% | -24.5% | +29.1% | +8.3% |
| All | +386.1% | +89.1% | +297.0% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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