+480.3%
CMS vs SWK
+1,585.9%
-1,105.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +13.1% | -11.7% | -1.3% |
| 7D | +4.1% | +17.9% | -13.8% | +0.4% |
| 30D | +10.9% | +31.9% | -21.1% | +4.4% |
| 3M | -0.2% | +16.6% | -16.8% | -3.7% |
| 6M | -4.7% | +61.1% | -65.9% | -14.5% |
| YTD | +3.9% | +64.2% | -60.3% | -7.7% |
| 1Y | +0.4% | +85.2% | -84.9% | -13.2% |
| 3Y | +38.8% | +50.2% | -11.4% | +21.6% |
| 5Y | +37.1% | -22.8% | +59.9% | +35.3% |
| 10Y | +132.7% | +35.8% | +96.9% | +87.8% |
| All | +480.3% | +1,585.9% | -1,105.6% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling