-13.2%
SWK vs CLBK
+67.9%
-81.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.4% | +1.2% | -1.7% | -1.2% |
| 30D | -5.7% | +9.1% | -14.8% | -10.8% |
| 3M | +24.1% | +27.7% | -3.6% | +6.0% |
| 6M | +24.7% | +40.8% | -16.1% | +0.2% |
| YTD | +33.9% | +66.4% | -32.4% | -3.5% |
| 1Y | +34.7% | +72.4% | -37.7% | -5.4% |
| 3Y | +15.3% | +50.7% | -35.4% | -15.4% |
| 5Y | -39.3% | +42.9% | -82.2% | -57.0% |
| All | -13.2% | +67.9% | -81.1% | -46.6% |
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