-4.7%
CRM vs SWKS
-50.3%
+45.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.5% |
| 7D | -5.0% | +6.8% | -11.8% | -7.1% |
| 30D | +23.6% | +11.3% | +12.4% | +19.2% |
| 3M | +39.6% | +4.1% | +35.5% | +36.3% |
| 6M | +23.4% | +39.7% | -16.2% | +5.3% |
| YTD | -7.4% | +23.2% | -30.6% | -17.7% |
| 1Y | -2.3% | +5.3% | -7.6% | -8.0% |
| 3Y | +10.5% | -15.1% | +25.6% | +5.8% |
| 5Y | -4.7% | -50.3% | +45.6% | +16.3% |
| All | -4.7% | -50.3% | +45.6% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling