+30.9%
CL vs SWK
+15.2%
+15.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | -2.2% | -0.4% | -1.7% | -2.2% |
| 30D | -4.8% | -5.7% | +0.9% | -4.5% |
| 3M | +4.9% | +24.1% | -19.2% | +3.2% |
| 6M | -5.7% | +24.7% | -30.4% | -7.5% |
| YTD | +14.4% | +33.9% | -19.6% | +11.7% |
| 1Y | +8.7% | +34.7% | -25.9% | +6.0% |
| All | +30.9% | +15.2% | +15.7% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling