+1,225.8%
CLS vs SWKS
-25.5%
+1,251.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -1.1% |
| 7D | +4.6% | +12.5% | -7.9% | -2.3% |
| 30D | -13.9% | +10.5% | -24.4% | -18.8% |
| 3M | -26.6% | -7.4% | -19.2% | -23.7% |
| 6M | +15.4% | +32.7% | -17.3% | -3.0% |
| YTD | +5.7% | +19.2% | -13.5% | -7.3% |
| 1Y | +41.1% | +2.4% | +38.7% | +35.0% |
| All | +1,225.8% | -25.5% | +1,251.2% | +1,245.3% |
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 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