+765.7%
CRS vs SWK
-25.5%
+791.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -1.7% | +11.0% | -12.7% | -6.5% |
| 30D | -28.8% | +30.1% | -58.9% | -37.3% |
| 3M | -50.0% | +14.7% | -64.7% | -53.4% |
| 6M | -39.2% | +44.5% | -83.7% | -49.3% |
| YTD | -11.4% | +59.4% | -70.8% | -29.8% |
| 1Y | -11.7% | +77.5% | -89.2% | -33.5% |
| 3Y | +319.6% | +49.5% | +270.2% | +223.4% |
| All | +765.7% | -25.5% | +791.1% | +718.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling