-53.0%
SWKS vs CMI
+164.2%
-217.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +1.9% |
| 7D | +12.5% | -0.7% | +13.2% | +13.0% |
| 30D | +10.5% | -13.4% | +23.9% | +19.8% |
| 3M | -7.4% | -17.0% | +9.6% | +2.2% |
| 6M | +32.7% | -1.6% | +34.3% | +30.6% |
| YTD | +19.2% | +11.0% | +8.2% | +6.7% |
| 1Y | +2.4% | +41.9% | -39.5% | -23.2% |
| 3Y | -25.6% | +151.8% | -177.4% | -63.2% |
| All | -53.0% | +164.2% | -217.2% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling