+7.1%
CRM vs SWKS
+4.6%
+2.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.2% |
| 7D | +1.3% | +12.5% | -11.2% | +0.4% |
| 30D | +34.3% | +10.5% | +23.8% | +33.3% |
| 3M | +37.7% | -7.4% | +45.1% | +38.3% |
| 6M | +34.9% | +32.7% | +2.3% | +28.0% |
| YTD | -1.6% | +19.2% | -20.8% | -5.4% |
| 1Y | +7.1% | +2.4% | +4.8% | +7.6% |
| All | +7.1% | +4.6% | +2.5% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling