+117.4%
CMI vs SWK
+46.0%
+71.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -10.0% | +11.0% | -21.0% | -14.2% |
| 30D | -13.0% | +30.1% | -43.1% | -22.5% |
| 3M | -29.9% | +14.7% | -44.5% | -34.2% |
| 6M | -36.7% | +44.5% | -81.2% | -46.5% |
| YTD | -10.9% | +59.4% | -70.3% | -28.3% |
| 1Y | -1.3% | +77.5% | -78.9% | -24.0% |
| 3Y | +117.4% | +49.5% | +67.9% | +68.1% |
| All | +117.4% | +46.0% | +71.4% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling