-37.0%
SWKS vs CLX
-21.9%
-15.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.5% | +2.5% |
| 7D | +10.9% | +8.5% | +2.3% | +9.5% |
| 30D | +17.6% | +30.0% | -12.4% | +13.0% |
| 3M | +29.2% | +3.8% | +25.4% | +28.6% |
| 6M | +37.0% | +24.6% | +12.3% | +31.6% |
| YTD | +44.9% | +12.8% | +32.2% | +41.9% |
| 1Y | +33.8% | +8.6% | +25.2% | +32.0% |
| 3Y | +10.2% | -8.6% | +18.9% | +11.5% |
| 5Y | -37.0% | -21.8% | -15.2% | -36.8% |
| All | -37.0% | -21.9% | -15.1% | -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