-43.0%
SWKS vs CRL
-16.7%
-26.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.6% |
| 7D | -9.2% | -16.8% | +7.6% | -3.3% |
| 30D | -1.9% | +2.6% | -4.6% | -3.2% |
| 3M | +21.2% | +20.1% | +1.2% | +12.6% |
| 6M | +12.9% | +68.8% | -56.0% | -8.9% |
| YTD | +30.7% | +56.9% | -26.2% | +6.7% |
| 1Y | +14.1% | +86.7% | -72.5% | -13.6% |
| 3Y | -1.7% | +72.1% | -73.8% | -28.3% |
| 5Y | -43.0% | -16.6% | -26.4% | -49.1% |
| All | -43.0% | -16.7% | -26.3% | -49.1% |
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