+8,007.1%
SWKS vs CLX
+2,386.6%
+5,620.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.8% |
| 7D | +12.5% | -9.2% | +21.7% | +15.1% |
| 30D | +10.5% | -11.0% | +21.5% | +13.5% |
| 3M | -7.4% | +5.0% | -12.4% | -9.1% |
| 6M | +32.7% | -18.8% | +51.5% | +38.2% |
| YTD | +19.2% | -4.4% | +23.6% | +19.2% |
| 1Y | +2.4% | -21.9% | +24.2% | +7.5% |
| 3Y | -25.6% | -32.8% | +7.1% | -19.8% |
| 5Y | -53.4% | -34.6% | -18.9% | -50.3% |
| 10Y | +23.2% | -4.7% | +27.9% | +15.7% |
| All | +8,007.1% | +2,386.6% | +5,620.6% | +3,546.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling