-23.3%
CRCL vs SWK
+82.0%
-105.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -4.7% |
| 7D | -8.1% | -2.0% | -6.2% | -7.9% |
| 30D | -24.3% | +24.6% | -48.9% | -25.9% |
| 3M | -10.5% | +10.8% | -21.3% | -11.7% |
| 6M | -48.4% | +46.1% | -94.5% | -49.8% |
| YTD | -19.5% | +56.8% | -76.4% | -25.4% |
| 1Y | -26.0% | +72.7% | -98.8% | -34.1% |
| All | -23.3% | +82.0% | -105.4% | -16.1% |
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 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