+812.2%
SWK vs CRL
+1,505.2%
-693.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.2% |
| 7D | +11.3% | -16.8% | +28.0% | +17.9% |
| 30D | +28.1% | +2.6% | +25.4% | +25.6% |
| 3M | +12.6% | +20.1% | -7.5% | +3.9% |
| 6M | +51.7% | +68.8% | -17.1% | +22.4% |
| YTD | +60.0% | +56.9% | +3.0% | +30.9% |
| 1Y | +72.7% | +86.7% | -14.0% | +32.6% |
| 3Y | +46.3% | +72.1% | -25.8% | +10.6% |
| 5Y | -24.6% | -16.6% | -8.0% | -28.8% |
| 10Y | +32.2% | +359.0% | -326.8% | -29.3% |
| All | +812.2% | +1,505.2% | -693.0% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling