-26.9%
CLX vs SWK
-25.5%
-1.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +13.6% | +11.0% | +2.6% | +11.4% |
| 30D | +23.4% | +30.1% | -6.7% | +17.7% |
| 3M | -2.8% | +14.7% | -17.5% | -5.3% |
| 6M | +14.0% | +44.5% | -30.5% | +6.8% |
| YTD | +4.2% | +59.4% | -55.2% | -4.2% |
| 1Y | -1.2% | +77.5% | -78.7% | -10.7% |
| 3Y | -12.7% | +49.5% | -62.1% | -21.3% |
| All | -26.9% | -25.5% | -1.5% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling