+8,007.1%
SWKS vs CRH
+6,442.4%
+1,564.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +39.2% |
| YTD | +19.2% | -23.6% | +42.8% | +29.0% |
| 1Y | +2.4% | -14.6% | +17.0% | +6.7% |
| 3Y | -25.6% | +74.3% | -99.9% | -38.9% |
| 5Y | -53.4% | +103.7% | -157.1% | -63.8% |
| 10Y | +23.2% | +261.4% | -238.3% | -19.8% |
| All | +8,007.1% | +6,442.4% | +1,564.8% | +3,364.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling