+195.5%
CRM vs SWK
+26.9%
+168.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -3.9% | +11.3% | -15.2% | -7.4% |
| 30D | -6.8% | +31.5% | -38.3% | -15.1% |
| 3M | +8.3% | +14.4% | -6.2% | +3.1% |
| 6M | +17.9% | +46.4% | -28.5% | +2.6% |
| YTD | -18.9% | +61.6% | -80.4% | -32.8% |
| 1Y | -10.9% | +78.7% | -89.7% | -29.0% |
| 3Y | +1.8% | +54.4% | -52.6% | -19.0% |
| 5Y | -27.4% | -25.3% | -2.1% | -25.6% |
| 10Y | +195.5% | +22.4% | +173.1% | +118.3% |
| All | +195.5% | +26.9% | +168.6% | +118.3% |
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 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