-53.0%
SWKS vs CRS
+1,417.0%
-1,470.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.0% |
| 7D | +12.5% | -0.2% | +12.7% | +12.5% |
| 30D | +10.5% | -16.6% | +27.1% | +16.2% |
| 3M | -7.4% | -3.5% | -3.9% | -6.9% |
| 6M | +32.7% | +15.4% | +17.2% | +25.3% |
| YTD | +19.2% | +51.2% | -32.0% | +3.1% |
| 1Y | +2.4% | +98.3% | -95.9% | -19.8% |
| 3Y | -25.6% | +651.5% | -677.2% | -63.0% |
| All | -53.0% | +1,417.0% | -1,470.1% | -82.3% |
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