+0.6%
SWKS vs CRS
+321.3%
-320.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -6.2% | -1.7% | -4.5% | -5.8% |
| 30D | -1.5% | -28.8% | +27.3% | +5.4% |
| 3M | +23.0% | -50.0% | +73.0% | +42.7% |
| 6M | +27.6% | -39.2% | +66.8% | +40.7% |
| YTD | +32.3% | -11.4% | +43.7% | +31.1% |
| 1Y | +20.1% | -11.7% | +31.8% | +18.8% |
| 3Y | +0.6% | +319.6% | -319.0% | -25.4% |
| All | +0.6% | +321.3% | -320.7% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling