+11.5%
SWKS vs CRH
+65.8%
-54.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +9.4% | -1.3% | +10.8% | +10.0% |
| 30D | +17.0% | +18.1% | -1.1% | +7.6% |
| 3M | +28.9% | -3.9% | +32.8% | +30.2% |
| 6M | +33.1% | -13.3% | +46.5% | +40.5% |
| YTD | +44.8% | -24.2% | +69.0% | +63.3% |
| 1Y | +36.2% | -14.9% | +51.1% | +43.1% |
| 3Y | +11.5% | +64.9% | -53.4% | -14.5% |
| All | +11.5% | +65.8% | -54.3% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling