+60.5%
SWKS vs CRH
+253.3%
-192.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.6% |
| 7D | +19.4% | -6.1% | +25.4% | +23.5% |
| 30D | +26.8% | -9.3% | +36.1% | +33.7% |
| 3M | +21.5% | -15.2% | +36.7% | +32.5% |
| 6M | +61.0% | -14.2% | +75.2% | +72.2% |
| YTD | +42.2% | -28.3% | +70.5% | +68.7% |
| 1Y | +22.1% | -21.8% | +43.9% | +36.8% |
| 3Y | -0.9% | +71.6% | -72.5% | -33.8% |
| 5Y | -42.6% | +96.6% | -139.2% | -65.7% |
| All | +60.5% | +253.3% | -192.8% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling