+21.5%
SWKS vs CLF
+23.7%
-2.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.2% | +6.3% | -1.5% |
| 7D | -4.9% | -7.9% | +2.9% | -3.8% |
| 30D | -1.2% | +5.2% | -6.4% | -2.3% |
| 3M | +24.2% | +4.3% | +19.8% | +22.8% |
| 6M | +21.5% | +25.3% | -3.8% | +20.0% |
| All | +21.5% | +23.7% | -2.2% | +20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling