+1,628.1%
CLS vs SWKS
+33.1%
+1,595.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.1% |
| 7D | -22.2% | -6.2% | -16.0% | -19.6% |
| 30D | -44.4% | -1.5% | -42.9% | -43.9% |
| 3M | -34.3% | +23.0% | -57.3% | -41.4% |
| 6M | -50.1% | +27.6% | -77.7% | -56.5% |
| YTD | -30.1% | +32.3% | -62.4% | -41.3% |
| 1Y | -39.3% | +20.1% | -59.5% | -46.6% |
| 3Y | +732.7% | +0.6% | +732.1% | +670.3% |
| 5Y | +1,777.2% | -42.3% | +1,819.5% | +2,043.7% |
| All | +1,628.1% | +33.1% | +1,595.0% | +1,303.0% |
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