+2,029.3%
CLS vs SWKS
+49.5%
+1,979.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.8% | +3.3% |
| 7D | +23.5% | +10.9% | +12.7% | +17.8% |
| 30D | -28.9% | +17.6% | -46.5% | -33.9% |
| 3M | -25.2% | +29.2% | -54.4% | -34.7% |
| 6M | -32.1% | +37.0% | -69.0% | -42.6% |
| YTD | -14.1% | +44.9% | -59.0% | -30.8% |
| 1Y | -24.1% | +33.8% | -57.9% | -36.4% |
| 3Y | +897.0% | +10.2% | +886.8% | +784.5% |
| 5Y | +2,089.9% | -37.0% | +2,126.9% | +2,303.0% |
| All | +2,029.3% | +49.5% | +1,979.9% | +1,544.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling