+339.4%
CMI vs SWK
+32.9%
+306.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +2.4% |
| 7D | -6.8% | +10.7% | -17.5% | -11.8% |
| 30D | -10.9% | +33.3% | -44.2% | -22.8% |
| 3M | -27.3% | +14.7% | -42.0% | -32.6% |
| 6M | -30.9% | +48.5% | -79.4% | -43.6% |
| YTD | -7.7% | +63.9% | -71.6% | -28.5% |
| 1Y | 0.0% | +80.4% | -80.4% | -26.1% |
| 3Y | +130.1% | +58.1% | +72.0% | +71.7% |
| 5Y | +121.5% | -24.5% | +146.0% | +130.5% |
| 10Y | +339.4% | +29.5% | +309.9% | +206.7% |
| All | +339.4% | +32.9% | +306.5% | +206.7% |
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