+0.4%
CRM vs SWK
-36.7%
+37.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | +1.3% | -0.4% | +1.7% | +1.3% |
| 30D | +34.3% | -5.7% | +40.1% | +36.4% |
| 3M | +37.7% | +24.1% | +13.6% | +29.1% |
| 6M | +34.9% | +24.7% | +10.2% | +25.3% |
| YTD | -1.6% | +33.9% | -35.6% | -11.1% |
| 1Y | +7.1% | +34.7% | -27.5% | -3.8% |
| 3Y | +19.0% | +15.3% | +3.8% | +7.3% |
| All | +0.4% | -36.7% | +37.1% | +12.0% |
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