+138.1%
CMS vs SWK
+26.9%
+111.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +0.5% | +11.3% | -10.8% | -1.2% |
| 30D | +7.4% | +31.5% | -24.0% | +3.0% |
| 3M | +1.9% | +14.4% | -12.6% | -0.4% |
| 6M | -2.3% | +46.4% | -48.8% | -8.2% |
| YTD | +3.0% | +61.6% | -58.6% | -5.2% |
| 1Y | -2.8% | +78.7% | -81.5% | -12.0% |
| 3Y | +37.9% | +54.4% | -16.5% | +25.1% |
| 5Y | +34.0% | -25.3% | +59.3% | +35.2% |
| 10Y | +138.1% | +22.4% | +115.7% | +106.1% |
| All | +138.1% | +26.9% | +111.2% | +106.1% |
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 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