+23.6%
SWKS vs CLBK
+63.3%
-39.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -3.1% | +2.4% | -5.6% | -4.0% |
| 30D | +8.3% | +4.9% | +3.4% | +6.3% |
| 3M | +20.2% | +5.3% | +15.0% | +18.1% |
| 6M | +24.9% | +28.3% | -3.4% | +13.6% |
| YTD | +33.2% | +61.1% | -28.0% | +10.2% |
| 1Y | +23.6% | +62.4% | -38.8% | +1.0% |
| All | +23.6% | +63.3% | -39.8% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling