+732.7%
CLS vs SWK
+46.0%
+686.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -22.2% | +11.0% | -33.2% | -25.4% |
| 30D | -44.4% | +30.1% | -74.4% | -49.9% |
| 3M | -34.3% | +14.7% | -48.9% | -38.1% |
| 6M | -50.1% | +44.5% | -94.6% | -57.1% |
| YTD | -30.1% | +59.4% | -89.5% | -42.9% |
| 1Y | -39.3% | +77.5% | -116.9% | -52.4% |
| 3Y | +732.7% | +49.5% | +683.3% | +532.5% |
| All | +732.7% | +46.0% | +686.7% | +532.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling