-53.0%
SWKS vs CLF
-47.7%
-5.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.1% |
| 7D | +12.5% | +7.6% | +4.9% | +10.7% |
| 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% | +26.0% |
| YTD | +19.2% | -5.9% | +25.0% | +17.5% |
| 1Y | +2.4% | +18.8% | -16.4% | -6.8% |
| 3Y | -25.6% | -19.4% | -6.2% | -30.7% |
| All | -53.0% | -47.7% | -5.3% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling