-25.3%
SWK vs CLBK
+24.6%
-49.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | +11.0% | +0.6% | +10.4% | +10.8% |
| 30D | +30.1% | +2.9% | +27.2% | +28.3% |
| 3M | +14.7% | +3.0% | +11.7% | +12.8% |
| 6M | +44.5% | +27.3% | +17.2% | +27.4% |
| YTD | +59.4% | +58.0% | +1.4% | +25.9% |
| 1Y | +77.5% | +62.4% | +15.1% | +38.3% |
| 3Y | +49.5% | +46.9% | +2.5% | +18.9% |
| All | -25.3% | +24.6% | -49.8% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling