+232.4%
CRM vs SWKS
+58.1%
+174.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.8% | -10.3% | -4.2% |
| 7D | -8.1% | +17.5% | -25.6% | -13.9% |
| 30D | +23.1% | +23.0% | +0.1% | +13.2% |
| 3M | +42.5% | +19.5% | +23.0% | +30.9% |
| 6M | +25.3% | +54.3% | -29.0% | +0.9% |
| YTD | -7.8% | +35.3% | -43.1% | -22.3% |
| 1Y | +1.0% | +17.9% | -16.8% | -10.3% |
| 3Y | +10.0% | -6.8% | +16.8% | +0.7% |
| 5Y | -3.9% | -45.4% | +41.5% | +9.5% |
| All | +232.4% | +58.1% | +174.4% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling