+57.1%
SWKS vs CRL
+1,379.5%
-1,322.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.2% |
| 7D | +12.5% | -1.0% | +13.5% | +13.0% |
| 30D | +10.5% | +10.7% | -0.2% | +5.8% |
| 3M | -7.4% | +55.3% | -62.7% | -23.9% |
| 6M | +32.7% | +60.7% | -28.0% | +5.6% |
| YTD | +19.2% | +44.6% | -25.5% | -1.9% |
| 1Y | +2.4% | +77.7% | -75.4% | -23.7% |
| 3Y | -25.6% | +37.6% | -63.3% | -41.6% |
| 5Y | -53.4% | -35.8% | -17.6% | -51.2% |
| 10Y | +23.2% | +241.7% | -218.6% | -36.4% |
| All | +57.1% | +1,379.5% | -1,322.3% | -52.0% |
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 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