+801.7%
CRS vs SWK
+18.1%
+783.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +4.8% | -1.4% | +6.1% | +5.8% |
| 30D | -23.2% | +25.5% | -48.6% | -34.2% |
| 3M | -45.5% | +11.8% | -57.3% | -50.0% |
| 6M | -33.1% | +48.7% | -81.8% | -49.1% |
| YTD | -7.2% | +57.2% | -64.4% | -32.5% |
| 1Y | -10.0% | +75.3% | -85.3% | -39.2% |
| 3Y | +332.3% | +51.9% | +280.4% | +193.0% |
| 5Y | +801.9% | -30.7% | +832.6% | +924.1% |
| All | +801.7% | +18.1% | +783.6% | +494.8% |
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