-36.5%
SWKS vs CLX
-20.8%
-15.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +9.4% | +9.5% | -0.1% | +8.0% |
| 30D | +17.0% | +30.7% | -13.7% | +12.3% |
| 3M | +28.9% | +4.2% | +24.7% | +28.3% |
| 6M | +33.1% | +22.1% | +11.0% | +28.4% |
| YTD | +44.8% | +14.1% | +30.7% | +41.5% |
| 1Y | +36.2% | +10.3% | +25.9% | +34.0% |
| 3Y | +11.5% | -7.8% | +19.3% | +12.6% |
| All | -36.5% | -20.8% | -15.7% | -36.8% |
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