+110.8%
CRH vs SWK
-30.7%
+141.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.3% | -1.4% | 0.0% | -0.7% |
| 30D | +18.1% | +25.5% | -7.3% | +7.2% |
| 3M | -3.9% | +11.8% | -15.7% | -8.4% |
| 6M | -13.3% | +48.7% | -62.0% | -26.8% |
| YTD | -24.2% | +57.2% | -81.4% | -37.8% |
| 1Y | -14.9% | +75.3% | -90.2% | -33.2% |
| 3Y | +64.9% | +51.9% | +13.0% | +30.6% |
| All | +110.8% | -30.7% | +141.5% | +124.7% |
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