+862.6%
CRS vs SWK
+26.9%
+835.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.8% |
| 7D | +0.2% | +11.3% | -11.1% | -6.8% |
| 30D | -22.9% | +31.5% | -54.3% | -35.8% |
| 3M | -46.8% | +14.4% | -61.3% | -51.9% |
| 6M | -30.4% | +46.4% | -76.9% | -46.5% |
| YTD | -5.4% | +61.6% | -66.9% | -32.3% |
| 1Y | -9.0% | +78.7% | -87.7% | -39.2% |
| 3Y | +352.2% | +54.4% | +297.8% | +204.0% |
| 5Y | +852.2% | -25.3% | +877.6% | +922.3% |
| 10Y | +862.6% | +22.4% | +840.2% | +558.5% |
| All | +862.6% | +26.9% | +835.7% | +558.5% |
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