+377.4%
CARR vs SWK
+83.9%
+293.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -2.3% | +11.0% | -13.4% | -7.6% |
| 30D | -4.4% | +30.1% | -34.4% | -16.4% |
| 3M | -17.8% | +14.7% | -32.4% | -23.7% |
| 6M | -22.2% | +44.5% | -66.7% | -35.7% |
| YTD | +0.7% | +59.4% | -58.7% | -20.9% |
| 1Y | -5.9% | +77.5% | -83.5% | -30.0% |
| 3Y | +8.6% | +49.5% | -40.9% | -15.8% |
| 5Y | +6.7% | -24.9% | +31.6% | +10.8% |
| All | +377.4% | +83.9% | +293.5% | +269.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling