+96.4%
CLF vs SWK
+30.0%
+66.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.6% | -9.6% | -10.6% |
| 7D | -21.0% | +11.3% | -32.2% | -27.4% |
| 30D | -8.0% | +28.1% | -36.1% | -23.4% |
| 3M | -10.9% | +12.6% | -23.5% | -19.4% |
| 6M | +5.8% | +51.7% | -45.9% | -21.9% |
| YTD | -15.1% | +60.0% | -75.1% | -40.4% |
| 1Y | +7.2% | +72.7% | -65.4% | -28.6% |
| 3Y | -34.2% | +46.3% | -80.5% | -54.2% |
| 5Y | -49.6% | -24.6% | -25.0% | -45.6% |
| All | +96.4% | +30.0% | +66.4% | +21.9% |
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