-4.6%
CARR vs SWKS
+4.6%
-9.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.5% | +0.4% |
| 7D | +1.6% | +12.5% | -10.9% | -0.7% |
| 30D | -8.7% | +10.5% | -19.2% | -10.5% |
| 3M | -12.6% | -7.4% | -5.2% | -11.9% |
| 6M | -1.5% | +32.7% | -34.2% | -9.6% |
| YTD | +14.3% | +19.2% | -4.9% | +7.2% |
| 1Y | -4.6% | +2.4% | -7.0% | -8.3% |
| All | -4.6% | +4.6% | -9.2% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling