+46.0%
SWKS vs CRL
+358.0%
-312.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.9% | +6.9% | +6.4% |
| 7D | +5.7% | +5.0% | +0.7% | +3.1% |
| 30D | +17.3% | +13.5% | +3.8% | +9.9% |
| 3M | +28.3% | +21.5% | +6.7% | +15.7% |
| 6M | +26.1% | +103.4% | -77.4% | -12.6% |
| YTD | +41.1% | +71.8% | -30.7% | +3.5% |
| 1Y | +31.4% | +97.5% | -66.1% | -10.5% |
| 3Y | +7.3% | +99.2% | -92.0% | -33.6% |
| 5Y | -37.7% | -12.1% | -25.6% | -41.0% |
| 10Y | +46.0% | +359.2% | -313.1% | -44.6% |
| All | +46.0% | +358.0% | -312.0% | -44.6% |
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