+19.1%
CLX vs SWK
+29.6%
-10.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +13.6% | +11.0% | +2.6% | +12.1% |
| 30D | +23.4% | +30.1% | -6.7% | +19.5% |
| 3M | -2.8% | +14.7% | -17.5% | -4.5% |
| 6M | +14.0% | +44.5% | -30.5% | +9.0% |
| YTD | +4.2% | +59.4% | -55.2% | -1.6% |
| 1Y | -1.2% | +77.5% | -78.7% | -7.8% |
| 3Y | -12.7% | +49.5% | -62.1% | -18.4% |
| 5Y | -26.5% | -24.9% | -1.6% | -28.7% |
| All | +19.1% | +29.6% | -10.4% | +12.2% |
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