+503.6%
CMI vs SWK
+3.3%
+500.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.4% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | -13.4% | -5.7% | -7.7% | -11.1% |
| 3M | -17.0% | +24.1% | -41.1% | -25.5% |
| 6M | -1.6% | +24.7% | -26.4% | -12.2% |
| YTD | +11.0% | +33.9% | -23.0% | -4.6% |
| 1Y | +41.9% | +34.7% | +7.2% | +20.8% |
| 3Y | +151.8% | +15.3% | +136.5% | +119.9% |
| 5Y | +163.6% | -39.3% | +202.9% | +206.8% |
| All | +503.6% | +3.3% | +500.3% | +366.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling