+18.9%
SWKS vs CMS
+1.4%
+17.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -2.7% |
| 7D | -4.9% | +4.1% | -9.0% | -4.5% |
| 30D | -1.2% | +10.9% | -12.0% | 0.0% |
| 3M | +24.2% | -0.2% | +24.4% | +24.6% |
| 6M | +21.5% | -4.7% | +26.2% | +22.4% |
| YTD | +33.5% | +3.9% | +29.6% | +31.7% |
| 1Y | +18.9% | +0.4% | +18.6% | +16.4% |
| All | +18.9% | +1.4% | +17.5% | +16.4% |
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