+4,959.4%
CRM vs SWKS
+1,159.7%
+3,799.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -3.9% | -3.1% | -0.8% | -2.9% |
| 30D | -6.8% | +8.3% | -15.2% | -9.6% |
| 3M | +8.3% | +20.2% | -12.0% | -0.7% |
| 6M | +17.9% | +24.9% | -7.0% | +4.1% |
| YTD | -18.9% | +33.2% | -52.0% | -31.3% |
| 1Y | -10.9% | +23.6% | -34.5% | -22.6% |
| 3Y | +1.8% | +1.3% | +0.6% | -10.3% |
| 5Y | -27.4% | -40.6% | +13.2% | -22.9% |
| 10Y | +195.5% | +35.3% | +160.2% | +118.5% |
| All | +4,959.4% | +1,159.7% | +3,799.7% | +1,125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling