+22.2%
SWK vs CRL
+350.3%
-328.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.6% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +25.5% | +11.9% | +13.5% | +17.4% |
| 3M | +11.8% | +20.2% | -8.4% | +0.6% |
| 6M | +48.7% | +107.5% | -58.8% | +1.9% |
| YTD | +57.2% | +69.4% | -12.2% | +16.3% |
| 1Y | +75.3% | +99.7% | -24.5% | +19.6% |
| 3Y | +51.9% | +98.8% | -46.8% | -4.0% |
| 5Y | -30.7% | -12.4% | -18.3% | -35.2% |
| All | +22.2% | +350.3% | -328.1% | -51.8% |
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