+24.9%
CLX vs SWK
+32.9%
-8.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.7% | +5.2% |
| 7D | +17.4% | +10.7% | +6.7% | +15.9% |
| 30D | +27.8% | +33.3% | -5.6% | +23.4% |
| 3M | +3.0% | +14.7% | -11.7% | +1.2% |
| 6M | +17.5% | +48.5% | -31.0% | +12.1% |
| YTD | +10.0% | +63.9% | -53.9% | +3.5% |
| 1Y | +3.3% | +80.4% | -77.1% | -3.8% |
| 3Y | -10.1% | +58.1% | -68.3% | -16.5% |
| 5Y | -23.7% | -24.5% | +0.8% | -26.2% |
| 10Y | +24.9% | +29.5% | -4.6% | +16.6% |
| All | +24.9% | +32.9% | -8.0% | +16.6% |
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