+22.1%
SWKS vs CRBG
+7.7%
+14.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.7% |
| 7D | +19.4% | +0.6% | +18.8% | +19.1% |
| 30D | +26.8% | +2.6% | +24.2% | +25.6% |
| 3M | +21.5% | +24.0% | -2.5% | +13.4% |
| 6M | +61.0% | +50.5% | +10.5% | +42.2% |
| YTD | +42.2% | +17.1% | +25.1% | +35.9% |
| 1Y | +22.1% | +5.9% | +16.3% | +19.4% |
| All | +22.1% | +7.7% | +14.4% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling