+8,007.1%
SWKS vs CL
+4,870.0%
+3,137.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.9% |
| 7D | +12.5% | -2.2% | +14.7% | +13.2% |
| 30D | +10.5% | -4.8% | +15.3% | +12.1% |
| 3M | -7.4% | +4.9% | -12.3% | -9.1% |
| 6M | +32.7% | -5.7% | +38.4% | +33.9% |
| YTD | +19.2% | +14.4% | +4.8% | +13.5% |
| 1Y | +2.4% | +8.7% | -6.4% | -1.4% |
| 3Y | -25.6% | +30.0% | -55.6% | -32.9% |
| 5Y | -53.4% | +28.4% | -81.8% | -58.1% |
| 10Y | +23.2% | +50.1% | -26.9% | +5.2% |
| All | +8,007.1% | +4,870.0% | +3,137.2% | +3,129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling