+2,336.0%
CLX vs SWK
+1,275.2%
+1,060.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -9.2% | -0.4% | -8.8% | -9.2% |
| 30D | -11.0% | -5.7% | -5.3% | -10.2% |
| 3M | +5.0% | +24.1% | -19.0% | +1.1% |
| 6M | -18.8% | +24.7% | -43.5% | -22.1% |
| YTD | -4.4% | +33.9% | -38.3% | -9.5% |
| 1Y | -21.9% | +34.7% | -56.5% | -26.2% |
| 3Y | -32.8% | +15.3% | -48.0% | -36.4% |
| 5Y | -34.6% | -39.3% | +4.7% | -32.4% |
| 10Y | -4.7% | +2.5% | -7.2% | -15.6% |
| All | +2,336.0% | +1,275.2% | +1,060.8% | +986.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling