+25.9%
SWKS vs CRL
+247.0%
-221.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.3% |
| 7D | +12.5% | -1.0% | +13.5% | +13.0% |
| 30D | +10.5% | +10.7% | -0.2% | +5.2% |
| 3M | -7.4% | +55.3% | -62.7% | -25.7% |
| 6M | +32.7% | +60.7% | -28.0% | +2.6% |
| YTD | +19.2% | +44.6% | -25.5% | -4.3% |
| 1Y | +2.4% | +77.7% | -75.4% | -27.0% |
| 3Y | -25.6% | +37.6% | -63.3% | -44.0% |
| 5Y | -53.4% | -35.8% | -17.6% | -47.8% |
| All | +25.9% | +247.0% | -221.1% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling