+358.4%
CMG vs SWK
+26.9%
+331.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | +8.0% | +11.3% | -3.3% | +4.3% |
| 30D | +13.7% | +31.5% | -17.8% | +4.2% |
| 3M | +11.8% | +14.4% | -2.7% | +6.8% |
| 6M | +10.6% | +46.4% | -35.9% | -2.9% |
| YTD | -2.9% | +61.6% | -64.5% | -18.0% |
| 1Y | +17.8% | +78.7% | -60.9% | -3.7% |
| 3Y | -15.3% | +54.4% | -69.7% | -30.9% |
| 5Y | -0.9% | -25.3% | +24.4% | +1.4% |
| 10Y | +358.4% | +22.4% | +336.0% | +273.2% |
| All | +358.4% | +26.9% | +331.5% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling