+395.6%
CARR vs SWKS
+46.6%
+349.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.2% |
| 7D | +2.2% | +10.9% | -8.7% | -0.8% |
| 30D | -0.8% | +17.6% | -18.4% | -5.4% |
| 3M | -13.4% | +29.2% | -42.6% | -20.9% |
| 6M | -16.4% | +37.0% | -53.4% | -25.9% |
| YTD | +4.5% | +44.9% | -40.4% | -10.4% |
| 1Y | -1.4% | +33.8% | -35.2% | -13.3% |
| 3Y | +10.0% | +10.2% | -0.2% | -1.9% |
| 5Y | +4.2% | -37.0% | +41.2% | +5.6% |
| All | +395.6% | +46.6% | +349.0% | +374.3% |
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 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