+436.5%
CARR vs SWK
+50.2%
+386.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.4% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | -7.7% | -8.9% | +1.3% | -3.4% |
| 3M | -11.9% | +20.5% | -32.4% | -19.8% |
| 6M | +2.0% | +27.1% | -25.1% | -9.6% |
| YTD | +13.2% | +30.2% | -17.0% | -1.2% |
| 1Y | -8.5% | +24.8% | -33.3% | -18.9% |
| 3Y | +5.0% | +16.3% | -11.3% | -7.4% |
| 5Y | +12.0% | -40.1% | +52.1% | +30.6% |
| All | +436.5% | +50.2% | +386.3% | +361.2% |
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