+126.4%
CLF vs SWK
+2.4%
+124.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.2% |
| 7D | +7.6% | -0.4% | +8.0% | +8.0% |
| 30D | -1.2% | -5.7% | +4.5% | +2.7% |
| 3M | -13.4% | +24.1% | -37.4% | -25.8% |
| 6M | +15.4% | +24.7% | -9.3% | -1.7% |
| YTD | -5.9% | +33.9% | -39.8% | -24.2% |
| 1Y | +18.8% | +34.7% | -15.9% | -5.5% |
| 3Y | -19.4% | +15.3% | -34.7% | -33.1% |
| 5Y | -47.7% | -39.3% | -8.4% | -33.4% |
| All | +126.4% | +2.4% | +124.0% | +56.0% |
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 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