+1.4%
CRM vs SWKS
+22.9%
-21.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +1.7% |
| 7D | -4.4% | +19.4% | -23.8% | -5.4% |
| 30D | +28.1% | +26.8% | +1.3% | +26.3% |
| 3M | +48.8% | +21.5% | +27.3% | +46.9% |
| 6M | +28.3% | +61.0% | -32.8% | +20.5% |
| YTD | -6.0% | +42.2% | -48.2% | -10.3% |
| 1Y | +1.4% | +22.1% | -20.7% | +0.7% |
| All | +1.4% | +22.9% | -21.5% | +0.7% |
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