+5,439.0%
CL vs SWK
+1,585.9%
+3,853.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +13.1% | -9.8% | +0.8% |
| 7D | +7.7% | +17.9% | -10.2% | +4.3% |
| 30D | +15.2% | +31.9% | -16.7% | +9.3% |
| 3M | +7.3% | +16.6% | -9.2% | +4.1% |
| 6M | +17.0% | +61.1% | -44.1% | +6.3% |
| YTD | +28.0% | +64.2% | -36.2% | +15.3% |
| 1Y | +32.1% | +85.2% | -53.1% | +16.1% |
| 3Y | +41.5% | +50.2% | -8.7% | +25.6% |
| 5Y | +43.9% | -22.8% | +66.7% | +42.4% |
| 10Y | +79.8% | +35.8% | +44.0% | +49.9% |
| All | +5,439.0% | +1,585.9% | +3,853.1% | +2,357.4% |
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 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