+13.0%
SWKS vs CLBK
+59.4%
-46.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | -6.2% | +0.6% | -6.8% | -6.4% |
| 30D | -1.5% | +2.9% | -4.4% | -2.8% |
| 3M | +23.0% | +3.0% | +20.0% | +21.2% |
| 6M | +27.6% | +27.3% | +0.3% | +14.4% |
| YTD | +32.3% | +58.0% | -25.7% | +7.3% |
| 1Y | +20.1% | +62.4% | -42.3% | -3.9% |
| 3Y | +0.6% | +46.9% | -46.3% | -18.4% |
| 5Y | -42.3% | +25.3% | -67.6% | -52.9% |
| All | +13.0% | +59.4% | -46.4% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling