-29.6%
CLS vs SWKS
+14.2%
-43.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -2.9% | -6.1% | -7.9% |
| 7D | -21.1% | -4.9% | -16.2% | -19.5% |
| 30D | -38.2% | -1.2% | -37.0% | -37.8% |
| 3M | -36.3% | +24.2% | -60.5% | -42.3% |
| 6M | -43.8% | +21.5% | -65.3% | -48.7% |
| YTD | -20.0% | +33.5% | -53.5% | -29.4% |
| 1Y | -29.6% | +18.9% | -48.5% | -31.3% |
| All | -29.6% | +14.2% | -43.8% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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