-53.0%
SWKS vs CRL
-35.5%
-17.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.1% |
| 7D | +12.5% | -1.0% | +13.5% | +12.9% |
| 30D | +10.5% | +10.7% | -0.2% | +6.5% |
| 3M | -7.4% | +55.3% | -62.7% | -21.7% |
| 6M | +32.7% | +60.7% | -28.0% | +9.2% |
| YTD | +19.2% | +44.6% | -25.5% | +1.2% |
| 1Y | +2.4% | +77.7% | -75.4% | -21.0% |
| 3Y | -25.6% | +37.6% | -63.3% | -40.0% |
| All | -53.0% | -35.5% | -17.5% | -57.0% |
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