-49.6%
CLF vs SWK
-25.4%
-24.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.6% | -9.6% | -10.9% |
| 7D | -21.0% | +11.3% | -32.2% | -26.0% |
| 30D | -8.0% | +28.1% | -36.1% | -20.6% |
| 3M | -10.9% | +12.6% | -23.5% | -17.6% |
| 6M | +5.8% | +51.7% | -45.9% | -17.1% |
| YTD | -15.1% | +60.0% | -75.1% | -36.1% |
| 1Y | +7.2% | +72.7% | -65.4% | -22.6% |
| 3Y | -34.2% | +46.3% | -80.5% | -50.7% |
| 5Y | -49.6% | -24.6% | -25.0% | -48.1% |
| All | -49.6% | -25.4% | -24.2% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling