-36.5%
SWKS vs CRS
+800.5%
-837.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.6% |
| 7D | +9.4% | +4.8% | +4.7% | +7.9% |
| 30D | +17.0% | -23.2% | +40.1% | +24.3% |
| 3M | +28.9% | -45.5% | +74.4% | +50.6% |
| 6M | +33.1% | -33.1% | +66.3% | +45.8% |
| YTD | +44.8% | -7.2% | +52.0% | +41.6% |
| 1Y | +36.2% | -10.0% | +46.2% | +34.1% |
| 3Y | +11.5% | +332.3% | -320.8% | -36.1% |
| All | -36.5% | +800.5% | -837.1% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling