+11.7%
CMI vs SWK
+87.6%
-76.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +13.1% | -18.9% | -10.1% |
| 7D | -11.2% | +17.9% | -29.1% | -16.9% |
| 30D | -9.8% | +31.9% | -41.8% | -19.9% |
| 3M | -25.5% | +16.6% | -42.1% | -30.1% |
| 6M | -27.7% | +61.1% | -88.8% | -42.3% |
| YTD | -6.6% | +64.2% | -70.8% | -27.2% |
| 1Y | +11.7% | +85.2% | -73.5% | -15.4% |
| All | +11.7% | +87.6% | -76.0% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling