+6,366.0%
CRH vs SWK
+1,513.8%
+4,852.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.7% | -1.4% | -0.4% | -1.2% |
| 30D | +17.6% | +25.5% | -7.8% | +7.7% |
| 3M | -4.3% | +11.8% | -16.1% | -8.4% |
| 6M | -13.7% | +48.7% | -62.4% | -26.1% |
| YTD | -24.5% | +57.2% | -81.7% | -37.0% |
| 1Y | -15.3% | +75.3% | -90.5% | -32.2% |
| 3Y | +64.2% | +51.9% | +12.3% | +33.7% |
| 5Y | +108.1% | -30.7% | +138.9% | +120.8% |
| 10Y | +247.4% | +18.4% | +229.1% | +191.5% |
| All | +6,366.0% | +1,513.8% | +4,852.2% | +3,523.3% |
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