+383.6%
CMG vs SWKS
+37.5%
+346.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | +8.6% | -2.7% | +11.3% | +9.3% |
| 30D | +13.1% | +8.5% | +4.6% | +10.6% |
| 3M | +9.0% | +17.3% | -8.3% | +2.7% |
| 6M | +10.0% | +25.1% | -15.1% | -0.7% |
| YTD | -3.4% | +33.3% | -36.8% | -15.5% |
| 1Y | +16.8% | +22.9% | -6.1% | +4.8% |
| 3Y | -14.7% | +5.5% | -20.2% | -24.8% |
| 5Y | -1.5% | -41.9% | +40.4% | +3.5% |
| 10Y | +383.6% | +32.4% | +351.2% | +324.0% |
| All | +383.6% | +37.5% | +346.1% | +324.0% |
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