+3,812.5%
CMG vs SWK
+320.7%
+3,491.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.6% |
| 7D | +8.0% | +11.0% | -3.1% | +3.3% |
| 30D | +11.9% | +30.1% | -18.2% | +0.5% |
| 3M | +2.1% | +14.7% | -12.5% | -3.8% |
| 6M | +5.2% | +44.5% | -39.3% | -10.5% |
| YTD | -6.9% | +59.4% | -66.3% | -24.7% |
| 1Y | +12.7% | +77.5% | -64.9% | -12.9% |
| 3Y | -16.8% | +49.5% | -66.3% | -35.2% |
| 5Y | -4.1% | -24.9% | +20.8% | -3.1% |
| 10Y | +364.7% | +31.8% | +333.0% | +218.4% |
| All | +3,812.5% | +320.7% | +3,491.8% | +1,114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling