-43.0%
SWKS vs CL
+43.3%
-86.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -9.2% | +5.9% | -15.1% | -9.6% |
| 30D | -1.9% | +13.8% | -15.7% | -2.9% |
| 3M | +21.2% | +6.4% | +14.8% | +20.7% |
| 6M | +12.9% | +15.6% | -2.7% | +11.1% |
| YTD | +30.7% | +27.9% | +2.8% | +26.4% |
| 1Y | +14.1% | +31.4% | -17.3% | +9.8% |
| 3Y | -1.7% | +41.4% | -43.1% | -8.5% |
| 5Y | -43.0% | +42.8% | -85.8% | -48.3% |
| All | -43.0% | +43.3% | -86.3% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling