-43.6%
SWKS vs CMS
+32.6%
-76.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.5% |
| 7D | -6.2% | -1.3% | -4.8% | -6.0% |
| 30D | -1.5% | +6.3% | -7.8% | -2.3% |
| 3M | +23.0% | -2.1% | +25.0% | +23.3% |
| 6M | +27.6% | -5.1% | +32.7% | +28.2% |
| YTD | +32.3% | +1.3% | +31.1% | +31.4% |
| 1Y | +20.1% | -1.4% | +21.5% | +19.7% |
| 3Y | +0.6% | +36.9% | -36.3% | -7.8% |
| All | -43.6% | +32.6% | -76.1% | -47.1% |
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