-25.2%
SWKS vs CLF
-18.8%
-6.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.2% |
| 7D | +12.5% | +7.6% | +4.9% | +10.8% |
| 30D | +10.5% | -1.2% | +11.7% | +10.6% |
| 3M | -7.4% | -13.4% | +6.0% | -5.1% |
| 6M | +32.7% | +15.4% | +17.2% | +26.8% |
| YTD | +19.2% | -5.9% | +25.0% | +17.8% |
| 1Y | +2.4% | +18.8% | -16.4% | -6.1% |
| All | -25.2% | -18.8% | -6.4% | -33.2% |
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 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