+11.5%
SWKS vs CMI
+121.3%
-109.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +9.4% | +0.5% | +9.0% | +9.1% |
| 30D | +17.0% | -14.0% | +31.0% | +25.7% |
| 3M | +28.9% | -28.1% | +57.1% | +51.4% |
| 6M | +33.1% | -35.8% | +69.0% | +64.5% |
| YTD | +44.8% | -10.5% | +55.3% | +44.1% |
| 1Y | +36.2% | -1.9% | +38.1% | +27.4% |
| 3Y | +11.5% | +121.0% | -109.5% | -40.8% |
| All | +11.5% | +121.3% | -109.9% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling