+1,914.6%
CLS vs SWK
+18.1%
+1,896.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +16.3% | -1.4% | +17.7% | +17.0% |
| 30D | -25.7% | +25.5% | -51.1% | -33.9% |
| 3M | -30.9% | +11.8% | -42.6% | -35.3% |
| 6M | -35.5% | +48.7% | -84.2% | -47.3% |
| YTD | -18.7% | +57.2% | -75.9% | -36.0% |
| 1Y | -17.9% | +75.3% | -93.2% | -38.7% |
| 3Y | +838.1% | +51.9% | +786.2% | +607.0% |
| 5Y | +1,971.9% | -30.7% | +2,002.6% | +2,128.0% |
| All | +1,914.6% | +18.1% | +1,896.5% | +1,327.0% |
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