+1,914.6%
CLS vs SWKS
+49.3%
+1,865.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +16.3% | +9.4% | +6.9% | +11.6% |
| 30D | -25.7% | +17.0% | -42.6% | -30.7% |
| 3M | -30.9% | +28.9% | -59.8% | -39.6% |
| 6M | -35.5% | +33.1% | -68.6% | -44.8% |
| YTD | -18.7% | +44.8% | -63.5% | -34.5% |
| 1Y | -17.9% | +36.2% | -54.1% | -31.9% |
| 3Y | +838.1% | +11.5% | +826.6% | +728.0% |
| 5Y | +1,971.9% | -37.1% | +2,009.0% | +2,174.6% |
| All | +1,914.6% | +49.3% | +1,865.3% | +1,456.6% |
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