+23.8%
SWKS vs CLX
+3.6%
+20.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | +0.8% |
| 7D | -2.7% | +17.4% | -20.1% | -2.6% |
| 30D | +8.5% | +27.8% | -19.3% | +8.6% |
| 3M | +17.3% | +3.0% | +14.3% | +18.3% |
| 6M | +25.1% | +17.5% | +7.6% | +25.3% |
| YTD | +33.3% | +10.0% | +23.4% | +38.2% |
| All | +23.8% | +3.6% | +20.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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