+114.8%
CMI vs SWK
-30.7%
+145.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +0.5% | -1.4% | +1.8% | +1.0% |
| 30D | -14.0% | +25.5% | -39.5% | -22.1% |
| 3M | -28.1% | +11.8% | -39.9% | -31.9% |
| 6M | -35.8% | +48.7% | -84.5% | -46.1% |
| YTD | -10.5% | +57.2% | -67.7% | -26.8% |
| 1Y | -1.9% | +75.3% | -77.1% | -23.2% |
| 3Y | +121.0% | +51.9% | +69.0% | +74.8% |
| All | +114.8% | -30.7% | +145.5% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling