+8,972.1%
SWKS vs CMI
+16,427.7%
-7,455.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.9% | -0.9% |
| 7D | -2.7% | -6.8% | +4.1% | +0.4% |
| 30D | +8.5% | -10.9% | +19.4% | +14.2% |
| 3M | +17.3% | -27.3% | +44.6% | +35.6% |
| 6M | +25.1% | -30.9% | +56.0% | +47.4% |
| YTD | +33.3% | -7.7% | +41.0% | +34.8% |
| 1Y | +22.9% | 0.0% | +22.9% | +19.5% |
| 3Y | +5.5% | +130.1% | -124.5% | -31.1% |
| 5Y | -41.9% | +121.5% | -163.4% | -61.5% |
| 10Y | +32.4% | +339.4% | -306.9% | -36.9% |
| All | +8,972.1% | +16,427.7% | -7,455.7% | +1,177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling