+436.5%
CARR vs SWKS
+22.7%
+413.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.6% |
| 7D | +3.2% | +11.8% | -8.6% | -0.3% |
| 30D | -7.7% | +6.7% | -14.4% | -9.6% |
| 3M | -11.9% | 0.0% | -11.9% | -12.6% |
| 6M | +2.0% | +38.7% | -36.7% | -10.3% |
| YTD | +13.2% | +21.4% | -8.2% | +3.5% |
| 1Y | -8.5% | +2.9% | -11.4% | -12.2% |
| 3Y | +5.0% | -16.4% | +21.4% | +3.2% |
| 5Y | +12.0% | -51.2% | +63.1% | +23.2% |
| All | +436.5% | +22.7% | +413.8% | +448.1% |
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