+2.4%
SWKS vs CRS
+102.1%
-99.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.3% |
| 7D | +12.5% | -0.2% | +12.7% | +12.5% |
| 30D | +10.5% | -16.6% | +27.1% | +13.3% |
| 3M | -7.4% | -3.5% | -3.9% | -6.7% |
| 6M | +32.7% | +15.4% | +17.2% | +30.0% |
| YTD | +19.2% | +51.2% | -32.0% | +13.2% |
| 1Y | +2.4% | +98.3% | -95.9% | -6.8% |
| All | +2.4% | +102.1% | -99.7% | -6.8% |
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