+8,981.9%
SWKS vs CL
+5,460.8%
+3,521.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.3% | -6.2% | -3.8% |
| 7D | -4.9% | +7.7% | -12.7% | -7.0% |
| 30D | -1.2% | +15.2% | -16.4% | -5.3% |
| 3M | +24.2% | +7.3% | +16.8% | +21.2% |
| 6M | +21.5% | +17.0% | +4.5% | +15.0% |
| YTD | +33.5% | +28.0% | +5.5% | +22.7% |
| 1Y | +18.9% | +32.1% | -13.2% | +8.1% |
| 3Y | +0.4% | +41.5% | -41.1% | -11.7% |
| 5Y | -44.3% | +43.9% | -88.2% | -51.7% |
| 10Y | +37.1% | +79.8% | -42.7% | +10.9% |
| All | +8,981.9% | +5,460.8% | +3,521.1% | +3,391.5% |
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