+1,767.8%
CLS vs SWKS
-44.4%
+1,812.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.1% | -11.0% | -11.9% |
| 7D | -27.3% | -9.2% | -18.1% | -23.3% |
| 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% | -42.7% |
| 1Y | -41.7% | +14.1% | -55.8% | -48.0% |
| 3Y | +701.4% | -1.7% | +703.1% | +633.6% |
| 5Y | +1,767.8% | -43.0% | +1,810.8% | +1,957.3% |
| All | +1,767.8% | -44.4% | +1,812.2% | +1,957.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling