+900.7%
CRS vs SWK
+29.6%
+871.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -1.7% | +11.0% | -12.7% | -8.6% |
| 30D | -28.8% | +30.1% | -58.9% | -40.4% |
| 3M | -50.0% | +14.7% | -64.7% | -54.9% |
| 6M | -39.2% | +44.5% | -83.7% | -53.0% |
| YTD | -11.4% | +59.4% | -70.8% | -36.2% |
| 1Y | -11.7% | +77.5% | -89.2% | -40.8% |
| 3Y | +319.6% | +49.5% | +270.2% | +187.8% |
| 5Y | +794.8% | -24.9% | +819.6% | +852.2% |
| All | +900.7% | +29.6% | +871.2% | +567.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling