+22.1%
SWKS vs CRH
-20.2%
+42.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.8% |
| 7D | +19.4% | -6.1% | +25.4% | +21.6% |
| 30D | +26.8% | -9.3% | +36.1% | +30.6% |
| 3M | +21.5% | -15.2% | +36.7% | +27.7% |
| 6M | +61.0% | -14.2% | +75.2% | +67.5% |
| YTD | +42.2% | -28.3% | +70.5% | +60.4% |
| 1Y | +22.1% | -21.8% | +43.9% | +29.2% |
| All | +22.1% | -20.2% | +42.3% | +29.2% |
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