+41.1%
CLS vs SWK
+37.3%
+3.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +4.6% | -0.4% | +5.0% | +4.7% |
| 30D | -13.9% | -5.7% | -8.2% | -11.9% |
| 3M | -26.6% | +24.1% | -50.6% | -32.4% |
| 6M | +15.4% | +24.7% | -9.3% | +3.4% |
| YTD | +5.7% | +33.9% | -28.3% | -8.2% |
| 1Y | +41.1% | +34.7% | +6.4% | +24.2% |
| All | +41.1% | +37.3% | +3.8% | +24.2% |
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