+18.9%
SWKS vs CMI
+10.9%
+8.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.8% | +2.9% | -1.2% |
| 7D | -4.9% | -11.2% | +6.3% | -1.7% |
| 30D | -1.2% | -9.8% | +8.7% | +1.6% |
| 3M | +24.2% | -25.5% | +49.7% | +34.9% |
| 6M | +21.5% | -27.7% | +49.1% | +32.3% |
| YTD | +33.5% | -6.6% | +40.1% | +32.5% |
| 1Y | +18.9% | +11.7% | +7.3% | +12.0% |
| All | +18.9% | +10.9% | +8.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling