+13.6%
CLF vs SWK
+71.2%
-57.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -19.6% | +11.0% | -30.6% | -23.0% |
| 30D | -5.0% | +30.1% | -35.0% | -16.3% |
| 3M | -6.3% | +14.7% | -21.0% | -11.8% |
| 6M | +2.8% | +44.5% | -41.7% | -15.4% |
| YTD | -13.7% | +59.4% | -73.1% | -33.9% |
| 1Y | +13.6% | +77.5% | -63.9% | -16.5% |
| All | +13.6% | +71.2% | -57.6% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling