+2.9%
SWKS vs CMI
+42.6%
-39.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +11.8% | +1.9% | +9.9% | +11.2% |
| 30D | +6.7% | -12.5% | +19.3% | +10.8% |
| 3M | 0.0% | -16.2% | +16.2% | +4.9% |
| 6M | +38.7% | +4.9% | +33.9% | +37.9% |
| YTD | +21.4% | +11.1% | +10.2% | +15.7% |
| 1Y | +2.9% | +43.4% | -40.5% | -6.2% |
| All | +2.9% | +42.6% | -39.7% | -6.2% |
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