+728.5%
CLS vs SWKS
-1.9%
+730.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.1% | -11.0% | -12.0% |
| 7D | -27.3% | -9.2% | -18.1% | -23.4% |
| 30D | -47.0% | -1.9% | -45.1% | -46.4% |
| 3M | -43.3% | +21.2% | -64.5% | -49.7% |
| 6M | -50.8% | +12.9% | -63.7% | -55.2% |
| YTD | -30.4% | +30.7% | -61.2% | -42.5% |
| 1Y | -41.7% | +14.1% | -55.8% | -47.7% |
| All | +728.5% | -1.9% | +730.4% | +601.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling