-41.7%
CLS vs SWK
+82.9%
-124.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.6% | -10.4% | -12.4% |
| 7D | -27.3% | +11.3% | -38.5% | -29.4% |
| 30D | -47.0% | +28.1% | -75.1% | -51.4% |
| 3M | -43.3% | +12.6% | -55.9% | -45.3% |
| 6M | -50.8% | +51.7% | -102.5% | -58.3% |
| YTD | -30.4% | +60.0% | -90.4% | -45.6% |
| 1Y | -41.7% | +72.7% | -114.4% | -55.1% |
| All | -41.7% | +82.9% | -124.6% | -55.1% |
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