+204.7%
CRM vs SWKS
+49.5%
+155.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.2% |
| 7D | -2.2% | +10.9% | -13.0% | -5.8% |
| 30D | -8.6% | +17.6% | -26.2% | -14.0% |
| 3M | +12.7% | +29.2% | -16.5% | +0.2% |
| 6M | +27.6% | +37.0% | -9.4% | +7.8% |
| YTD | -17.3% | +44.9% | -62.2% | -33.2% |
| 1Y | -10.8% | +33.8% | -44.6% | -25.6% |
| 3Y | +3.8% | +10.2% | -6.4% | -13.0% |
| 5Y | -27.7% | -37.0% | +9.3% | -23.4% |
| All | +204.7% | +49.5% | +155.3% | +100.9% |
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