-53.0%
SWKS vs CMS
+23.4%
-76.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +12.5% | +0.4% | +12.1% | +12.5% |
| 30D | +10.5% | -3.6% | +14.1% | +11.0% |
| 3M | -7.4% | -1.9% | -5.5% | -7.5% |
| 6M | +32.7% | -11.0% | +43.6% | +34.6% |
| YTD | +19.2% | +0.2% | +19.0% | +18.6% |
| 1Y | +2.4% | -1.3% | +3.7% | +1.9% |
| 3Y | -25.6% | +35.9% | -61.6% | -31.3% |
| All | -53.0% | +23.4% | -76.5% | -55.8% |
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 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