+6,393.0%
CRH vs SWK
+1,513.8%
+4,879.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.3% | -1.4% | 0.0% | -0.8% |
| 30D | +18.1% | +25.5% | -7.3% | +8.2% |
| 3M | -3.9% | +11.8% | -15.7% | -8.0% |
| 6M | -13.3% | +48.7% | -62.0% | -25.8% |
| YTD | -24.2% | +57.2% | -81.4% | -36.7% |
| 1Y | -14.9% | +75.3% | -90.2% | -31.9% |
| 3Y | +64.9% | +51.9% | +13.0% | +34.3% |
| 5Y | +109.0% | -30.7% | +139.8% | +121.8% |
| 10Y | +248.9% | +18.4% | +230.5% | +192.7% |
| All | +6,393.0% | +1,513.8% | +4,879.2% | +3,538.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling