+18.9%
SWKS vs CRS
-3.8%
+22.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.7% |
| 7D | -4.9% | +4.3% | -9.3% | -5.4% |
| 30D | -1.2% | -25.5% | +24.3% | +1.8% |
| 3M | +24.2% | -48.7% | +72.9% | +34.7% |
| 6M | +21.5% | -31.6% | +53.1% | +27.5% |
| YTD | +33.5% | -7.0% | +40.5% | +35.6% |
| 1Y | +18.9% | -4.5% | +23.4% | +20.2% |
| All | +18.9% | -3.8% | +22.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling