-26.0%
CLF vs SWK
+50.4%
-76.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +13.1% | -22.3% | -15.3% |
| 7D | -7.9% | +17.9% | -25.8% | -15.9% |
| 30D | +5.2% | +31.9% | -26.7% | -9.9% |
| 3M | +4.3% | +16.6% | -12.3% | -4.7% |
| 6M | +25.3% | +61.1% | -35.9% | -4.0% |
| YTD | -3.3% | +64.2% | -67.5% | -27.4% |
| 1Y | +20.2% | +85.2% | -65.0% | -15.5% |
| All | -26.0% | +50.4% | -76.4% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling