+8,958.9%
SWKS vs CRS
+6,329.0%
+2,629.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.8% |
| 7D | -3.1% | +0.2% | -3.4% | -3.4% |
| 30D | +8.3% | -22.9% | +31.2% | +17.2% |
| 3M | +20.2% | -46.8% | +67.1% | +48.5% |
| 6M | +24.9% | -30.4% | +55.4% | +38.7% |
| YTD | +33.2% | -5.4% | +38.5% | +29.2% |
| 1Y | +23.6% | -9.0% | +32.6% | +21.3% |
| 3Y | +1.3% | +352.2% | -350.9% | -49.4% |
| 5Y | -40.6% | +852.2% | -892.8% | -79.0% |
| 10Y | +35.3% | +862.6% | -827.3% | -60.4% |
| All | +8,958.9% | +6,329.0% | +2,629.9% | +1,117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling