-45.4%
SWKS vs CRH
+95.0%
-140.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.9% | +11.7% | +10.8% |
| 7D | +17.5% | -4.8% | +22.3% | +20.4% |
| 30D | +23.0% | -13.1% | +36.1% | +32.1% |
| 3M | +19.5% | -12.0% | +31.5% | +26.9% |
| 6M | +54.3% | -16.9% | +71.2% | +67.2% |
| YTD | +35.3% | -29.0% | +64.2% | +60.0% |
| 1Y | +17.9% | -20.3% | +38.2% | +29.6% |
| 3Y | -6.8% | +69.2% | -76.1% | -37.2% |
| 5Y | -45.4% | +94.6% | -140.1% | -67.6% |
| All | -45.4% | +95.0% | -140.5% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling