+245.6%
CRH vs SWK
-1.4%
+247.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -7.5% | +1.5% | -2.5% |
| 30D | -9.3% | -12.5% | +3.2% | -3.3% |
| 3M | -15.2% | +8.3% | -23.5% | -18.5% |
| 6M | -14.2% | +23.4% | -37.6% | -22.7% |
| YTD | -28.3% | +23.8% | -52.1% | -35.6% |
| 1Y | -21.8% | +17.0% | -38.8% | -28.5% |
| 3Y | +71.6% | +10.7% | +60.9% | +53.2% |
| 5Y | +96.6% | -42.5% | +139.1% | +134.0% |
| All | +245.6% | -1.4% | +247.1% | +179.6% |
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