+30.5%
SWKS vs CMS
+130.3%
-99.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | -9.2% | +1.7% | -10.9% | -9.7% |
| 30D | -1.9% | +8.6% | -10.5% | -4.3% |
| 3M | +21.2% | -0.5% | +21.7% | +21.2% |
| 6M | +12.9% | -4.2% | +17.1% | +13.8% |
| YTD | +30.7% | +3.4% | +27.3% | +28.4% |
| 1Y | +14.1% | +0.4% | +13.7% | +13.1% |
| 3Y | -1.7% | +38.2% | -39.9% | -14.1% |
| 5Y | -43.0% | +35.4% | -78.4% | -50.8% |
| All | +30.5% | +130.3% | -99.8% | +8.9% |
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