+234.7%
CRM vs SWK
-0.7%
+235.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.2% |
| 7D | -5.0% | -4.6% | -0.4% | -3.5% |
| 30D | +23.6% | -9.9% | +33.5% | +27.8% |
| 3M | +39.6% | +15.4% | +24.2% | +32.1% |
| 6M | +23.4% | +25.0% | -1.5% | +12.4% |
| YTD | -7.4% | +27.2% | -34.6% | -16.7% |
| 1Y | -2.3% | +24.6% | -26.9% | -12.0% |
| 3Y | +10.5% | +13.7% | -3.1% | -2.2% |
| 5Y | -4.7% | -41.5% | +36.8% | +6.0% |
| 10Y | +234.7% | +0.7% | +234.1% | +173.5% |
| All | +234.7% | -0.7% | +235.4% | +173.5% |
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