+8,902.0%
SWKS vs CMI
+15,846.7%
-6,944.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -6.2% | -10.0% | +3.8% | -1.5% |
| 30D | -1.5% | -13.0% | +11.5% | +4.9% |
| 3M | +23.0% | -29.9% | +52.8% | +44.6% |
| 6M | +27.6% | -36.7% | +64.3% | +56.5% |
| YTD | +32.3% | -10.9% | +43.2% | +36.0% |
| 1Y | +20.1% | -1.3% | +21.5% | +17.5% |
| 3Y | +0.6% | +117.4% | -116.7% | -32.5% |
| 5Y | -42.3% | +112.9% | -155.2% | -61.0% |
| 10Y | +35.9% | +366.7% | -330.7% | -36.8% |
| All | +8,902.0% | +15,846.7% | -6,944.7% | +1,189.5% |
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