+28.7%
SWK vs CRL
+386.8%
-358.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -3.8% |
| 7D | +11.0% | -6.1% | +17.1% | +13.1% |
| 30D | +30.1% | +12.4% | +17.7% | +21.4% |
| 3M | +14.7% | +27.1% | -12.5% | +0.5% |
| 6M | +44.5% | +85.7% | -41.2% | +4.3% |
| YTD | +59.4% | +69.2% | -9.8% | +18.0% |
| 1Y | +77.5% | +97.5% | -20.0% | +21.8% |
| 3Y | +49.5% | +86.1% | -36.6% | -2.2% |
| 5Y | -24.9% | -10.0% | -14.8% | -30.9% |
| All | +28.7% | +386.8% | -358.0% | -49.8% |
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