+1,345.9%
SWKS vs CHRW
+4,173.0%
-2,827.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.0% |
| 7D | +12.5% | -1.4% | +13.9% | +13.2% |
| 30D | +10.5% | -3.5% | +14.0% | +12.2% |
| 3M | -7.4% | -19.4% | +12.0% | +0.6% |
| 6M | +32.7% | -21.4% | +54.0% | +44.3% |
| YTD | +19.2% | -7.1% | +26.3% | +17.9% |
| 1Y | +2.4% | +17.8% | -15.4% | -11.3% |
| 3Y | -25.6% | +78.8% | -104.4% | -50.0% |
| 5Y | -53.4% | +83.5% | -136.9% | -69.9% |
| 10Y | +23.2% | +160.2% | -137.1% | -36.4% |
| All | +1,345.9% | +4,173.0% | -2,827.1% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling