+5.6%
CARR vs SWK
-25.5%
+31.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -2.3% | +11.0% | -13.4% | -7.7% |
| 30D | -4.4% | +30.1% | -34.4% | -16.6% |
| 3M | -17.8% | +14.7% | -32.4% | -23.7% |
| 6M | -22.2% | +44.5% | -66.7% | -35.9% |
| YTD | +0.7% | +59.4% | -58.7% | -21.2% |
| 1Y | -5.9% | +77.5% | -83.5% | -30.3% |
| 3Y | +8.6% | +49.5% | -40.9% | -16.3% |
| All | +5.6% | -25.5% | +31.1% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling