+23.8%
SWKS vs CMI
-0.9%
+24.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.9% | -0.4% |
| 7D | -2.7% | -6.8% | +4.1% | -0.6% |
| 30D | +8.5% | -10.9% | +19.4% | +12.3% |
| 3M | +17.3% | -27.3% | +44.6% | +29.4% |
| 6M | +25.1% | -30.9% | +56.0% | +39.5% |
| YTD | +33.3% | -7.7% | +41.0% | +27.8% |
| All | +23.8% | -0.9% | +24.6% | +12.9% |
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