-8.7%
CMG vs SWKS
+4.5%
-13.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -2.6% |
| 7D | -6.5% | +6.8% | -13.3% | -6.7% |
| 30D | +12.1% | +11.3% | +0.8% | +11.6% |
| 3M | +20.6% | +4.1% | +16.5% | +20.9% |
| 6M | +2.1% | +39.7% | -37.6% | -5.4% |
| YTD | -2.6% | +23.2% | -25.8% | -7.9% |
| 1Y | -8.7% | +5.3% | -14.0% | -11.7% |
| All | -8.7% | +4.5% | -13.2% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling