+1,619.4%
CLS vs SWK
+30.0%
+1,589.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.6% | -10.4% | -11.9% |
| 7D | -27.3% | +11.3% | -38.5% | -31.4% |
| 30D | -47.0% | +28.1% | -75.1% | -53.3% |
| 3M | -43.3% | +12.6% | -55.9% | -47.1% |
| 6M | -50.8% | +51.7% | -102.5% | -60.2% |
| YTD | -30.4% | +60.0% | -90.4% | -45.6% |
| 1Y | -41.7% | +72.7% | -114.4% | -56.0% |
| 3Y | +701.4% | +46.3% | +655.1% | +516.7% |
| 5Y | +1,767.8% | -24.6% | +1,792.4% | +1,821.9% |
| All | +1,619.4% | +30.0% | +1,589.4% | +1,166.6% |
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