-18.8%
CRCL vs SWK
+90.2%
-109.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -0.8% |
| 7D | -6.3% | +10.7% | -16.9% | -7.2% |
| 30D | -20.1% | +33.3% | -53.4% | -22.4% |
| 3M | +1.3% | +14.7% | -13.3% | -0.5% |
| 6M | -40.6% | +48.5% | -89.1% | -42.4% |
| YTD | -14.8% | +63.9% | -78.7% | -21.4% |
| 1Y | -34.5% | +80.4% | -114.9% | -41.9% |
| All | -18.8% | +90.2% | -109.1% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling