+21.9%
SWK vs CRL
+354.1%
-332.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -2.0% | +8.9% | -10.8% | -5.8% |
| 30D | +24.6% | +14.0% | +10.6% | +15.6% |
| 3M | +10.8% | +19.8% | -9.1% | -0.2% |
| 6M | +46.1% | +102.0% | -56.0% | +1.4% |
| YTD | +56.8% | +70.8% | -14.0% | +15.6% |
| 1Y | +72.7% | +98.7% | -26.0% | +18.2% |
| 3Y | +49.9% | +98.2% | -48.3% | -5.1% |
| 5Y | -30.9% | -11.7% | -19.2% | -35.6% |
| All | +21.9% | +354.1% | -332.2% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling