-36.5%
SWKS vs CHRW
+58.8%
-95.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.4% | +7.3% | +2.1% | +7.3% |
| 30D | +17.0% | -3.6% | +20.6% | +17.7% |
| 3M | +28.9% | -9.6% | +38.5% | +31.6% |
| 6M | +33.1% | -17.0% | +50.1% | +37.2% |
| YTD | +44.8% | -15.4% | +60.2% | +45.7% |
| 1Y | +36.2% | -10.0% | +46.2% | +33.9% |
| 3Y | +11.5% | +82.2% | -70.7% | -20.5% |
| All | -36.5% | +58.8% | -95.3% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 5y: compounded portfolio wealth divided by compounded CHRW 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…
5y analysis · Full analysis span regression · 6 months rolling