+77.2%
CL vs SWK
+30.0%
+47.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.3% |
| 7D | +5.9% | +11.3% | -5.3% | +4.2% |
| 30D | +13.8% | +28.1% | -14.3% | +9.5% |
| 3M | +6.4% | +12.6% | -6.2% | +4.3% |
| 6M | +15.6% | +51.7% | -36.1% | +8.1% |
| YTD | +27.9% | +60.0% | -32.1% | +18.1% |
| 1Y | +31.4% | +72.7% | -41.3% | +19.8% |
| 3Y | +41.4% | +46.3% | -4.9% | +29.2% |
| 5Y | +42.8% | -24.6% | +67.4% | +45.1% |
| All | +77.2% | +30.0% | +47.1% | +65.4% |
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