+0.6%
SWKS vs CLF
-33.4%
+34.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | -6.2% | -19.6% | +13.4% | -2.2% |
| 30D | -1.5% | -5.0% | +3.5% | -1.3% |
| 3M | +23.0% | -6.3% | +29.3% | +23.2% |
| 6M | +27.6% | +2.8% | +24.8% | +24.5% |
| YTD | +32.3% | -13.7% | +46.0% | +31.9% |
| 1Y | +20.1% | +13.6% | +6.5% | +12.6% |
| 3Y | +0.6% | -34.0% | +34.6% | -4.9% |
| All | +0.6% | -33.4% | +34.1% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling