-4.5%
CRS vs SWK
+87.6%
-92.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +13.1% | -14.7% | -6.3% |
| 7D | +4.3% | +17.9% | -13.6% | -2.3% |
| 30D | -25.5% | +31.9% | -57.4% | -34.0% |
| 3M | -48.7% | +16.6% | -65.3% | -51.8% |
| 6M | -31.6% | +61.1% | -92.8% | -46.0% |
| YTD | -7.0% | +64.2% | -71.2% | -29.2% |
| 1Y | -4.5% | +85.2% | -89.7% | -30.0% |
| All | -4.5% | +87.6% | -92.1% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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