-5.3%
CMG vs SWKS
-25.5%
+20.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.1% |
| 7D | -2.8% | +12.5% | -15.3% | -4.4% |
| 30D | +7.1% | +10.5% | -3.4% | +5.6% |
| 3M | +31.2% | -7.4% | +38.6% | +32.3% |
| 6M | +0.7% | +32.7% | -32.0% | -6.2% |
| YTD | -0.1% | +19.2% | -19.3% | -5.2% |
| 1Y | -10.7% | +2.4% | -13.1% | -13.0% |
| All | -5.3% | -25.5% | +20.1% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling