+25.9%
SWKS vs CL
+50.5%
-24.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.1% |
| 7D | +12.5% | -2.2% | +14.7% | +13.4% |
| 30D | +10.5% | -4.8% | +15.3% | +12.5% |
| 3M | -7.4% | +4.9% | -12.3% | -9.7% |
| 6M | +32.7% | -5.7% | +38.4% | +34.5% |
| YTD | +19.2% | +14.4% | +4.8% | +11.3% |
| 1Y | +2.4% | +8.7% | -6.4% | -2.8% |
| 3Y | -25.6% | +30.0% | -55.6% | -36.9% |
| 5Y | -53.4% | +28.4% | -81.8% | -60.9% |
| All | +25.9% | +50.5% | -24.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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