+397.5%
CARR vs SWKS
+42.7%
+354.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.0% | -3.0% | +1.3% |
| 7D | -1.9% | +5.7% | -7.6% | -3.5% |
| 30D | -1.1% | +17.3% | -18.4% | -5.6% |
| 3M | -13.8% | +28.3% | -42.1% | -21.1% |
| 6M | -16.5% | +26.1% | -42.6% | -24.2% |
| YTD | +4.9% | +41.1% | -36.2% | -9.3% |
| 1Y | -2.7% | +31.4% | -34.1% | -14.0% |
| 3Y | +10.4% | +7.3% | +3.1% | -0.7% |
| 5Y | +7.7% | -37.7% | +45.4% | +9.6% |
| All | +397.5% | +42.7% | +354.8% | +379.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling