-1.3%
CMI vs SWK
+76.3%
-77.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | -1.8% | -2.3% | +0.5% | -1.0% |
| 30D | -12.2% | +30.4% | -42.7% | -22.1% |
| 3M | -26.5% | +12.1% | -38.7% | -30.1% |
| 6M | -33.6% | +49.1% | -82.7% | -45.6% |
| YTD | -8.3% | +60.4% | -68.8% | -29.5% |
| 1Y | -1.3% | +78.3% | -79.6% | -28.1% |
| All | -1.3% | +76.3% | -77.5% | -28.1% |
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