+25.9%
SWKS vs CMS
+117.1%
-91.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +12.5% | +0.4% | +12.1% | +12.4% |
| 30D | +10.5% | -3.6% | +14.1% | +11.7% |
| 3M | -7.4% | -1.9% | -5.5% | -7.3% |
| 6M | +32.7% | -11.0% | +43.6% | +36.9% |
| YTD | +19.2% | +0.2% | +19.0% | +18.3% |
| 1Y | +2.4% | -1.3% | +3.7% | +1.8% |
| 3Y | -25.6% | +35.9% | -61.6% | -34.9% |
| 5Y | -53.4% | +23.1% | -76.5% | -58.4% |
| All | +25.9% | +117.1% | -91.2% | +1.6% |
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