+14.1%
SWKS vs CLF
+5.3%
+8.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.2% | +10.2% | 0.0% |
| 7D | -9.2% | -21.0% | +11.8% | -5.6% |
| 30D | -1.9% | -8.0% | +6.1% | -1.1% |
| 3M | +21.2% | -10.9% | +32.1% | +22.7% |
| 6M | +12.9% | +5.8% | +7.1% | +10.8% |
| YTD | +30.7% | -15.1% | +45.9% | +29.5% |
| 1Y | +14.1% | +7.2% | +6.9% | +6.2% |
| All | +14.1% | +5.3% | +8.8% | +6.2% |
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