+85.2%
SWK vs CRL
+85.3%
-0.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -7.3% | +20.4% | +14.3% |
| 7D | +17.9% | -12.8% | +30.6% | +20.7% |
| 30D | +31.9% | +5.0% | +27.0% | +29.0% |
| 3M | +16.6% | +39.4% | -22.8% | +5.5% |
| 6M | +61.1% | +89.4% | -28.2% | +33.2% |
| YTD | +64.2% | +63.6% | +0.6% | +38.6% |
| 1Y | +85.2% | +83.5% | +1.7% | +50.6% |
| All | +85.2% | +85.3% | -0.1% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling