+20.1%
SWKS vs CL
+29.1%
-9.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +0.7% |
| 7D | -6.2% | +1.3% | -7.5% | -5.8% |
| 30D | -1.5% | +11.4% | -12.8% | +0.7% |
| 3M | +23.0% | +4.4% | +18.5% | +24.7% |
| 6M | +27.6% | +10.8% | +16.8% | +31.5% |
| YTD | +32.3% | +25.1% | +7.2% | +35.7% |
| 1Y | +20.1% | +28.0% | -7.8% | +24.1% |
| All | +20.1% | +29.1% | -9.0% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling