+32.4%
SWKS vs CRL
+400.8%
-368.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | -1.3% |
| 7D | -2.7% | +4.4% | -7.1% | -4.9% |
| 30D | +8.5% | +17.1% | -8.6% | +0.2% |
| 3M | +17.3% | +32.1% | -14.8% | +1.8% |
| 6M | +25.1% | +98.9% | -73.8% | -12.4% |
| YTD | +33.3% | +77.1% | -43.8% | -3.5% |
| 1Y | +22.9% | +110.3% | -87.4% | -18.8% |
| 3Y | +5.5% | +108.5% | -103.0% | -36.1% |
| 5Y | -41.9% | -7.9% | -34.0% | -46.3% |
| 10Y | +32.4% | +368.9% | -336.5% | -50.6% |
| All | +32.4% | +400.8% | -368.4% | -50.6% |
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