+6,032.9%
CRM vs SWK
+291.0%
+5,741.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | +34.3% | -5.7% | +40.1% | +38.0% |
| 3M | +37.7% | +24.1% | +13.6% | +22.5% |
| 6M | +34.9% | +24.7% | +10.2% | +17.6% |
| YTD | -1.6% | +33.9% | -35.6% | -17.9% |
| 1Y | +7.1% | +34.7% | -27.5% | -11.7% |
| 3Y | +19.0% | +15.3% | +3.8% | -1.8% |
| 5Y | -1.3% | -39.3% | +38.0% | +9.8% |
| 10Y | +251.2% | +2.5% | +248.7% | +146.5% |
| All | +6,032.9% | +291.0% | +5,741.9% | +1,485.0% |
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 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