+2,755.1%
CLS vs SWK
+2.4%
+2,752.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +4.6% | -0.4% | +5.0% | +4.7% |
| 30D | -13.9% | -5.7% | -8.2% | -11.6% |
| 3M | -26.6% | +24.1% | -50.6% | -33.8% |
| 6M | +15.4% | +24.7% | -9.3% | +3.6% |
| YTD | +5.7% | +33.9% | -28.3% | -9.1% |
| 1Y | +41.1% | +34.7% | +6.4% | +20.2% |
| 3Y | +1,228.6% | +15.3% | +1,213.3% | +1,055.6% |
| 5Y | +3,240.6% | -39.3% | +3,279.9% | +3,748.3% |
| All | +2,755.1% | +2.4% | +2,752.7% | +2,337.0% |
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