-35.3%
CLS vs SWK
+79.5%
-114.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.8% | +5.0% | +7.1% |
| 7D | -10.6% | +10.7% | -21.2% | -12.7% |
| 30D | -38.4% | +33.3% | -71.8% | -44.3% |
| 3M | -29.9% | +14.7% | -44.5% | -32.6% |
| 6M | -40.6% | +48.5% | -89.2% | -49.0% |
| YTD | -24.6% | +63.9% | -88.5% | -41.8% |
| All | -35.3% | +79.5% | -114.8% | -51.1% |
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