+18.8%
CLX vs SWK
+30.0%
-11.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.9% |
| 7D | +12.4% | +11.3% | +1.2% | +10.9% |
| 30D | +21.1% | +28.1% | -7.0% | +17.5% |
| 3M | -3.3% | +12.6% | -15.9% | -4.8% |
| 6M | +18.8% | +51.7% | -32.9% | +13.1% |
| YTD | +3.9% | +60.0% | -56.1% | -1.9% |
| 1Y | -3.8% | +72.7% | -76.5% | -10.0% |
| 3Y | -10.5% | +46.3% | -56.8% | -16.2% |
| 5Y | -26.7% | -24.6% | -2.1% | -28.9% |
| All | +18.8% | +30.0% | -11.2% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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