-0.6%
SWKS vs CL
+41.3%
-41.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -9.2% | +5.9% | -15.1% | -9.0% |
| 30D | -1.9% | +13.8% | -15.7% | -1.5% |
| 3M | +21.2% | +6.4% | +14.8% | +21.8% |
| 6M | +12.9% | +15.6% | -2.7% | +13.3% |
| YTD | +30.7% | +27.9% | +2.8% | +30.2% |
| 1Y | +14.1% | +31.4% | -17.3% | +13.4% |
| All | -0.6% | +41.3% | -41.9% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling