+441.9%
CARR vs SWKS
+20.5%
+421.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.5% | 0.0% |
| 7D | +1.6% | +12.5% | -10.9% | -2.1% |
| 30D | -8.7% | +10.5% | -19.2% | -11.6% |
| 3M | -12.6% | -7.4% | -5.2% | -11.2% |
| 6M | -1.5% | +32.7% | -34.2% | -12.1% |
| YTD | +14.3% | +19.2% | -4.9% | +5.2% |
| 1Y | -4.6% | +2.4% | -7.0% | -8.3% |
| 3Y | +7.3% | -25.6% | +33.0% | +9.5% |
| 5Y | +11.6% | -53.4% | +65.1% | +24.3% |
| All | +441.9% | +20.5% | +421.4% | +456.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling