+44.3%
CMI vs SWK
+25.7%
+18.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +3.0% | +1.4% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -12.5% | -8.9% | -3.6% | -8.9% |
| 3M | -16.2% | +20.5% | -36.7% | -23.6% |
| 6M | +4.9% | +27.1% | -22.2% | -7.6% |
| YTD | +11.1% | +30.2% | -19.0% | -3.2% |
| All | +44.3% | +25.7% | +18.6% | +27.0% |
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 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