-27.1%
CLX vs SWK
-23.5%
-3.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +13.1% | -7.4% | +3.4% |
| 7D | +14.2% | +17.9% | -3.7% | +10.8% |
| 30D | +22.7% | +31.9% | -9.3% | +16.8% |
| 3M | -2.8% | +16.6% | -19.3% | -5.5% |
| 6M | +17.7% | +61.1% | -43.4% | +8.4% |
| YTD | +3.3% | +64.2% | -60.9% | -5.5% |
| 1Y | -5.6% | +85.2% | -90.8% | -15.3% |
| 3Y | -11.0% | +50.2% | -61.2% | -19.8% |
| All | -27.1% | -23.5% | -3.6% | -25.9% |
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 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