+22.4%
SWK vs CRL
+353.6%
-331.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.5% |
| 7D | +11.3% | -1.7% | +13.0% | +11.3% |
| 30D | +31.5% | +14.6% | +16.9% | +21.7% |
| 3M | +14.4% | +24.8% | -10.4% | +1.2% |
| 6M | +46.4% | +94.7% | -48.3% | +3.5% |
| YTD | +61.6% | +73.4% | -11.8% | +18.3% |
| 1Y | +78.7% | +104.7% | -25.9% | +20.6% |
| 3Y | +54.4% | +101.1% | -46.7% | -2.8% |
| 5Y | -25.3% | -10.8% | -14.5% | -30.6% |
| 10Y | +22.4% | +358.8% | -336.4% | -51.9% |
| All | +22.4% | +353.6% | -331.2% | -51.9% |
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