+9,750.8%
SWKS vs CRH
+6,393.0%
+3,357.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +9.4% | -1.3% | +10.8% | +9.8% |
| 30D | +17.0% | +18.1% | -1.1% | +10.4% |
| 3M | +28.9% | -3.9% | +32.8% | +29.8% |
| 6M | +33.1% | -13.3% | +46.5% | +38.0% |
| YTD | +44.8% | -24.2% | +69.0% | +56.2% |
| 1Y | +36.2% | -14.9% | +51.1% | +41.3% |
| 3Y | +11.5% | +64.9% | -53.4% | -7.1% |
| 5Y | -37.1% | +109.0% | -146.1% | -51.7% |
| 10Y | +49.9% | +248.9% | -199.0% | -2.0% |
| All | +9,750.8% | +6,393.0% | +3,357.8% | +4,094.7% |
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 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