+4,959.4%
CRM vs SWK
+371.7%
+4,587.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | -3.9% | +11.3% | -15.2% | -9.1% |
| 30D | -6.8% | +31.5% | -38.3% | -18.7% |
| 3M | +8.3% | +14.4% | -6.2% | +0.7% |
| 6M | +17.9% | +46.4% | -28.5% | -3.9% |
| YTD | -18.9% | +61.6% | -80.4% | -38.5% |
| 1Y | -10.9% | +78.7% | -89.7% | -36.0% |
| 3Y | +1.8% | +54.4% | -52.6% | -27.6% |
| 5Y | -27.4% | -25.3% | -2.1% | -27.2% |
| 10Y | +195.5% | +22.4% | +173.1% | +90.2% |
| All | +4,959.4% | +371.7% | +4,587.7% | +1,087.4% |
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