+32.1%
SWKS vs CMS
+125.4%
-93.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.8% |
| 7D | -6.2% | -1.3% | -4.8% | -5.8% |
| 30D | -1.5% | +6.3% | -7.8% | -3.3% |
| 3M | +23.0% | -2.1% | +25.0% | +23.5% |
| 6M | +27.6% | -5.1% | +32.7% | +28.8% |
| YTD | +32.3% | +1.3% | +31.1% | +30.8% |
| 1Y | +20.1% | -1.4% | +21.5% | +19.6% |
| 3Y | +0.6% | +36.9% | -36.3% | -11.9% |
| 5Y | -42.3% | +32.5% | -74.8% | -49.9% |
| All | +32.1% | +125.4% | -93.3% | +10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling