+20.5%
SWKS vs CLBK
+63.6%
-43.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.8% | +5.9% |
| 7D | +5.7% | +2.2% | +3.5% | +4.7% |
| 30D | +17.3% | +5.0% | +12.3% | +14.7% |
| 3M | +28.3% | +3.3% | +25.0% | +26.3% |
| 6M | +26.1% | +29.6% | -3.5% | +12.1% |
| YTD | +41.1% | +62.1% | -21.0% | +13.2% |
| 1Y | +31.4% | +64.3% | -32.9% | +4.7% |
| 3Y | +7.3% | +55.6% | -48.3% | -15.2% |
| 5Y | -37.7% | +29.3% | -67.0% | -49.9% |
| All | +20.5% | +63.6% | -43.1% | -15.8% |
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