-43.6%
SWKS vs CRL
-10.4%
-33.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.8% | -6.6% | -1.5% |
| 7D | -6.2% | -6.1% | -0.1% | -4.3% |
| 30D | -1.5% | +12.4% | -13.9% | -5.9% |
| 3M | +23.0% | +27.1% | -4.2% | +11.8% |
| 6M | +27.6% | +85.7% | -58.1% | -0.7% |
| YTD | +32.3% | +69.2% | -36.9% | +5.0% |
| 1Y | +20.1% | +97.5% | -77.4% | -10.8% |
| 3Y | +0.6% | +86.1% | -85.4% | -28.6% |
| All | -43.6% | -10.4% | -33.2% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling