+1.6%
SWK vs CLBK
+61.7%
-60.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.6% |
| 7D | -2.0% | +2.5% | -4.4% | -3.4% |
| 30D | +24.6% | +3.7% | +20.9% | +22.0% |
| 3M | +10.8% | -3.3% | +14.1% | +12.9% |
| 6M | +46.1% | +29.6% | +16.4% | +23.4% |
| YTD | +56.8% | +60.3% | -3.4% | +15.5% |
| 1Y | +72.7% | +63.4% | +9.3% | +25.6% |
| 3Y | +49.9% | +53.8% | -4.0% | +8.3% |
| 5Y | -30.9% | +29.0% | -59.9% | -46.9% |
| All | +1.6% | +61.7% | -60.1% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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