+205.1%
CRM vs SWKS
+49.3%
+155.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.0% | +9.4% | -7.5% | -1.4% |
| 30D | -7.7% | +17.0% | -24.6% | -13.0% |
| 3M | +8.4% | +28.9% | -20.6% | -3.6% |
| 6M | +31.9% | +33.1% | -1.2% | +12.9% |
| YTD | -17.2% | +44.8% | -62.0% | -33.1% |
| 1Y | -8.6% | +36.2% | -44.8% | -24.3% |
| 3Y | +3.1% | +11.5% | -8.4% | -14.1% |
| 5Y | -27.6% | -37.1% | +9.5% | -23.3% |
| All | +205.1% | +49.3% | +155.8% | +101.2% |
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