-4.4%
CMG vs SWK
-25.5%
+21.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.6% |
| 7D | +8.0% | +11.0% | -3.1% | +4.8% |
| 30D | +11.9% | +30.1% | -18.2% | +4.0% |
| 3M | +2.1% | +14.7% | -12.5% | -1.9% |
| 6M | +5.2% | +44.5% | -39.3% | -5.8% |
| YTD | -6.9% | +59.4% | -66.3% | -19.4% |
| 1Y | +12.7% | +77.5% | -64.9% | -5.5% |
| 3Y | -16.8% | +49.5% | -66.3% | -30.3% |
| All | -4.4% | -25.5% | +21.1% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling