+2.4%
SWKS vs CRH
-14.7%
+17.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.7% |
| 7D | +12.5% | -1.7% | +14.2% | +13.1% |
| 30D | +10.5% | -5.4% | +15.9% | +12.4% |
| 3M | -7.4% | -11.2% | +3.8% | -4.0% |
| 6M | +32.7% | -15.8% | +48.5% | +40.4% |
| YTD | +19.2% | -23.6% | +42.8% | +31.9% |
| 1Y | +2.4% | -14.6% | +17.0% | +5.8% |
| All | +2.4% | -14.7% | +17.1% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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