+99.2%
CRH vs SWK
-41.4%
+140.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.4% |
| 7D | -3.6% | -4.6% | +1.0% | -1.6% |
| 30D | -10.8% | -9.9% | -0.9% | -6.8% |
| 3M | -13.5% | +15.4% | -28.9% | -18.7% |
| 6M | -15.4% | +25.0% | -40.4% | -23.2% |
| YTD | -27.6% | +27.2% | -54.8% | -34.9% |
| 1Y | -18.4% | +24.6% | -43.0% | -26.4% |
| 3Y | +72.5% | +13.7% | +58.9% | +54.5% |
| 5Y | +99.2% | -41.5% | +140.7% | +125.8% |
| All | +99.2% | -41.4% | +140.6% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling