+23.8%
SWKS vs CLBK
+61.7%
-37.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.9% | +3.2% |
| 7D | +10.9% | +2.5% | +8.4% | +9.7% |
| 30D | +17.6% | +3.7% | +13.9% | +15.6% |
| 3M | +29.2% | -3.3% | +32.5% | +30.9% |
| 6M | +37.0% | +29.6% | +7.3% | +21.7% |
| YTD | +44.9% | +60.3% | -15.3% | +16.8% |
| 1Y | +33.8% | +63.4% | -29.6% | +6.8% |
| 3Y | +10.2% | +53.8% | -43.6% | -12.4% |
| 5Y | -37.0% | +29.0% | -66.0% | -49.4% |
| All | +23.8% | +61.7% | -37.9% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling