+12.8%
CRM vs SWKS
-15.7%
+28.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.8% | -5.7% | -4.3% |
| 7D | -3.5% | +11.8% | -15.3% | -5.7% |
| 30D | +29.3% | +6.7% | +22.5% | +27.4% |
| 3M | +36.8% | 0.0% | +36.8% | +36.2% |
| 6M | +23.9% | +38.7% | -14.8% | +11.9% |
| YTD | -5.5% | +21.4% | -26.8% | -12.0% |
| 1Y | -0.4% | +2.9% | -3.3% | -3.2% |
| 3Y | +12.8% | -16.4% | +29.2% | +7.9% |
| All | +12.8% | -15.7% | +28.4% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling