+1,936.2%
CLS vs SWK
+20.6%
+1,915.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.7% | +9.2% | +8.8% |
| 7D | +2.8% | -2.3% | +5.0% | +4.0% |
| 30D | -30.1% | +30.4% | -60.5% | -38.9% |
| 3M | -21.7% | +12.1% | -33.9% | -26.9% |
| 6M | -36.2% | +49.1% | -85.3% | -47.9% |
| YTD | -17.8% | +60.4% | -78.3% | -35.9% |
| 1Y | -26.8% | +78.3% | -105.1% | -45.6% |
| 3Y | +853.4% | +53.3% | +800.1% | +616.6% |
| 5Y | +2,005.0% | -27.0% | +2,032.0% | +2,104.7% |
| All | +1,936.2% | +20.6% | +1,915.7% | +1,330.4% |
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