+18.9%
SWKS vs CLF
+12.5%
+6.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.2% | +6.3% | -1.3% |
| 7D | -4.9% | -7.9% | +2.9% | -3.6% |
| 30D | -1.2% | +5.2% | -6.4% | -2.5% |
| 3M | +24.2% | +4.3% | +19.8% | +22.4% |
| 6M | +21.5% | +25.3% | -3.8% | +15.9% |
| YTD | +33.5% | -3.3% | +36.8% | +29.6% |
| 1Y | +18.9% | +20.2% | -1.3% | +9.7% |
| All | +18.9% | +12.5% | +6.4% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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