+19.9%
CRBG vs SWK
+87.6%
-67.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +13.1% | -11.7% | -2.3% |
| 7D | +2.6% | +17.9% | -15.3% | -2.5% |
| 30D | +4.0% | +31.9% | -27.9% | -4.6% |
| 3M | +15.5% | +16.6% | -1.1% | +10.1% |
| 6M | +36.0% | +61.1% | -25.1% | +15.2% |
| YTD | +23.3% | +64.2% | -40.9% | +5.8% |
| 1Y | +19.9% | +85.2% | -65.3% | -2.1% |
| All | +19.9% | +87.6% | -67.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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