-14.8%
CRH vs SWK
+87.6%
-102.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +13.1% | -7.5% | -1.4% |
| 7D | +14.2% | +17.9% | -3.7% | +4.4% |
| 30D | +19.5% | +31.9% | -12.4% | +2.9% |
| 3M | +0.4% | +16.6% | -16.2% | -7.8% |
| 6M | -10.1% | +61.1% | -71.3% | -30.2% |
| YTD | -19.9% | +64.2% | -84.2% | -38.2% |
| 1Y | -14.8% | +85.2% | -100.1% | -36.8% |
| All | -14.8% | +87.6% | -102.5% | -36.8% |
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