+4,850.5%
CL vs SWK
+1,275.2%
+3,575.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -2.2% | -0.4% | -1.7% | -2.1% |
| 30D | -4.8% | -5.7% | +0.9% | -3.8% |
| 3M | +4.9% | +24.1% | -19.2% | +0.3% |
| 6M | -5.7% | +24.7% | -30.4% | -10.2% |
| YTD | +14.4% | +33.9% | -19.6% | +7.2% |
| 1Y | +8.7% | +34.7% | -25.9% | +1.5% |
| 3Y | +30.0% | +15.3% | +14.7% | +21.4% |
| 5Y | +28.4% | -39.3% | +67.6% | +33.1% |
| 10Y | +50.1% | +2.5% | +47.6% | +32.3% |
| All | +4,850.5% | +1,275.2% | +3,575.3% | +2,186.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling