+72.4%
SWKS vs CRL
+1,505.2%
-1,432.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.4% |
| 7D | -9.2% | -16.8% | +7.6% | -2.3% |
| 30D | -1.9% | +2.6% | -4.6% | -3.5% |
| 3M | +21.2% | +20.1% | +1.2% | +11.2% |
| 6M | +12.9% | +68.8% | -56.0% | -11.9% |
| YTD | +30.7% | +56.9% | -26.2% | +3.1% |
| 1Y | +14.1% | +86.7% | -72.5% | -16.7% |
| 3Y | -1.7% | +72.1% | -73.8% | -30.2% |
| 5Y | -43.0% | -16.6% | -26.4% | -46.8% |
| 10Y | +34.3% | +359.0% | -324.7% | -38.7% |
| All | +72.4% | +1,505.2% | -1,432.8% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling