+5,066.8%
CRM vs SWK
+368.4%
+4,698.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.5% |
| 7D | -4.0% | -2.3% | -1.7% | -3.0% |
| 30D | -6.8% | +30.4% | -37.2% | -18.4% |
| 3M | +10.6% | +12.1% | -1.5% | +3.8% |
| 6M | +23.4% | +49.1% | -25.7% | -0.4% |
| YTD | -17.1% | +60.4% | -77.6% | -37.0% |
| 1Y | -10.1% | +78.3% | -88.4% | -35.4% |
| 3Y | +4.0% | +53.3% | -49.3% | -25.8% |
| 5Y | -26.7% | -27.0% | +0.3% | -25.6% |
| 10Y | +197.9% | +20.8% | +177.0% | +93.0% |
| All | +5,066.8% | +368.4% | +4,698.4% | +1,116.5% |
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 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