+4,100.0%
CMG vs SWK
+253.6%
+3,846.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | -2.8% | -0.4% | -2.4% | -2.6% |
| 30D | +7.1% | -5.7% | +12.9% | +9.6% |
| 3M | +31.2% | +24.1% | +7.1% | +19.2% |
| 6M | +0.7% | +24.7% | -24.0% | -9.3% |
| YTD | -0.1% | +33.9% | -34.1% | -13.0% |
| 1Y | -10.7% | +34.7% | -45.4% | -22.7% |
| 3Y | -4.7% | +15.3% | -19.9% | -17.3% |
| 5Y | -3.8% | -39.3% | +35.5% | +6.3% |
| 10Y | +352.5% | +2.5% | +350.0% | +246.8% |
| All | +4,100.0% | +253.6% | +3,846.4% | +1,303.1% |
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