+7.0%
CLX vs SWK
+77.0%
-70.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.5% |
| 7D | +13.6% | +11.3% | +2.3% | +9.8% |
| 30D | +29.1% | +31.5% | -2.4% | +18.7% |
| 3M | +1.6% | +14.4% | -12.8% | -3.0% |
| 6M | +18.7% | +46.4% | -27.7% | +6.4% |
| YTD | +11.1% | +61.6% | -50.5% | -4.8% |
| 1Y | +7.0% | +78.7% | -71.7% | -12.7% |
| All | +7.0% | +77.0% | -70.0% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling