+352.2%
CRS vs SWK
+54.4%
+297.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.1% |
| 7D | +0.2% | +11.3% | -11.1% | -4.3% |
| 30D | -22.9% | +31.5% | -54.3% | -31.6% |
| 3M | -46.8% | +14.4% | -61.3% | -50.1% |
| 6M | -30.4% | +46.4% | -76.9% | -41.6% |
| YTD | -5.4% | +61.6% | -66.9% | -24.3% |
| 1Y | -9.0% | +78.7% | -87.7% | -30.3% |
| 3Y | +352.2% | +54.4% | +297.8% | +244.7% |
| All | +352.2% | +54.4% | +297.8% | +244.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling