+25.9%
CMS vs SWK
-38.7%
+64.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -3.6% | -5.7% | +2.1% | -3.0% |
| 3M | -1.9% | +24.1% | -26.0% | -4.4% |
| 6M | -11.0% | +24.7% | -35.7% | -13.4% |
| YTD | +0.2% | +33.9% | -33.7% | -3.4% |
| 1Y | -1.3% | +34.7% | -36.0% | -5.2% |
| 3Y | +35.9% | +15.3% | +20.7% | +31.6% |
| All | +25.9% | -38.7% | +64.6% | +22.8% |
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