-44.3%
SWKS vs CLX
-26.6%
-17.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -9.2% | +12.4% | -21.6% | -10.8% |
| 30D | -1.9% | +21.1% | -23.0% | -4.8% |
| 3M | +21.2% | -3.3% | +24.5% | +21.8% |
| 6M | +12.9% | +18.8% | -5.9% | +8.8% |
| YTD | +30.7% | +3.9% | +26.8% | +29.5% |
| 1Y | +14.1% | -3.8% | +17.9% | +14.9% |
| 3Y | -1.7% | -10.5% | +8.8% | -0.7% |
| All | -44.3% | -26.6% | -17.6% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling