+73.4%
CL vs SWK
+29.6%
+43.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +1.3% | +11.0% | -9.7% | -0.3% |
| 30D | +11.4% | +30.1% | -18.7% | +6.9% |
| 3M | +4.4% | +14.7% | -10.2% | +2.1% |
| 6M | +10.8% | +44.5% | -33.7% | +4.3% |
| YTD | +25.1% | +59.4% | -34.3% | +15.6% |
| 1Y | +28.0% | +77.5% | -49.6% | +16.2% |
| 3Y | +37.6% | +49.5% | -11.8% | +25.3% |
| 5Y | +39.7% | -24.9% | +64.6% | +42.0% |
| All | +73.4% | +29.6% | +43.8% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling