+323.6%
CMG vs SWKS
+30.1%
+293.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | -1.5% | +11.8% | -13.3% | -4.5% |
| 30D | +12.7% | +6.7% | +6.0% | +10.5% |
| 3M | +26.3% | 0.0% | +26.3% | +24.8% |
| 6M | +4.5% | +38.7% | -34.2% | -8.2% |
| YTD | -0.1% | +21.4% | -21.5% | -9.0% |
| 1Y | -6.8% | +2.9% | -9.7% | -11.0% |
| 3Y | -5.0% | -16.4% | +11.4% | -8.4% |
| 5Y | -3.0% | -51.2% | +48.1% | +8.4% |
| 10Y | +323.6% | +31.0% | +292.5% | +278.4% |
| All | +323.6% | +30.1% | +293.4% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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