-43.0%
SWKS vs CMS
+36.2%
-79.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | -9.2% | +1.7% | -10.9% | -9.4% |
| 30D | -1.9% | +8.6% | -10.5% | -2.9% |
| 3M | +21.2% | -0.5% | +21.7% | +21.3% |
| 6M | +12.9% | -4.2% | +17.1% | +13.4% |
| YTD | +30.7% | +3.4% | +27.3% | +29.5% |
| 1Y | +14.1% | +0.4% | +13.7% | +13.6% |
| 3Y | -1.7% | +38.2% | -39.9% | -9.8% |
| 5Y | -43.0% | +35.4% | -78.4% | -46.0% |
| All | -43.0% | +36.2% | -79.2% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling