+2.4%
SWKS vs CMS
-1.9%
+4.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +12.5% | +0.4% | +12.1% | +12.6% |
| 30D | +10.5% | -3.6% | +14.1% | +9.8% |
| 3M | -7.4% | -1.9% | -5.5% | -8.6% |
| 6M | +32.7% | -11.0% | +43.6% | +30.1% |
| YTD | +19.2% | +0.2% | +19.0% | +20.7% |
| 1Y | +2.4% | -1.3% | +3.7% | +3.2% |
| All | +2.4% | -1.9% | +4.2% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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