+3.6%
SWK vs CLBK
+57.9%
-54.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.7% |
| 7D | +11.3% | +2.5% | +8.7% | +9.6% |
| 30D | +28.1% | -1.2% | +29.3% | +29.1% |
| 3M | +12.6% | +2.6% | +10.0% | +10.5% |
| 6M | +51.7% | +26.5% | +25.2% | +30.1% |
| YTD | +60.0% | +56.4% | +3.5% | +19.5% |
| 1Y | +72.7% | +58.8% | +13.9% | +27.8% |
| 3Y | +46.3% | +43.3% | +3.1% | +10.8% |
| 5Y | -24.6% | +24.0% | -48.6% | -40.6% |
| All | +3.6% | +57.9% | -54.2% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling