+32.1%
SWKS vs CRL
+386.8%
-354.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.8% | -6.6% | -2.3% |
| 7D | -6.2% | -6.1% | -0.1% | -3.8% |
| 30D | -1.5% | +12.4% | -13.9% | -7.3% |
| 3M | +23.0% | +27.1% | -4.2% | +8.7% |
| 6M | +27.6% | +85.7% | -58.1% | -7.7% |
| YTD | +32.3% | +69.2% | -36.9% | -2.2% |
| 1Y | +20.1% | +97.5% | -77.4% | -18.1% |
| 3Y | +0.6% | +86.1% | -85.4% | -35.3% |
| 5Y | -42.3% | -10.0% | -32.3% | -46.4% |
| All | +32.1% | +386.8% | -354.6% | -50.5% |
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