+8,007.1%
SWKS vs CMS
+457.8%
+7,549.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.8% |
| 3M | -7.4% | -1.9% | -5.5% | -7.2% |
| 6M | +32.7% | -11.0% | +43.6% | +37.0% |
| YTD | +19.2% | +0.2% | +19.0% | +18.5% |
| 1Y | +2.4% | -1.3% | +3.7% | +2.0% |
| 3Y | -25.6% | +35.9% | -61.6% | -34.0% |
| 5Y | -53.4% | +23.1% | -76.5% | -57.8% |
| 10Y | +23.2% | +117.9% | -94.8% | -8.6% |
| All | +8,007.1% | +457.8% | +7,549.3% | +2,670.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling