+825.2%
CCJ vs SW
+182.7%
+642.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +4.5% |
| 7D | -7.3% | +2.3% | -9.6% | -7.6% |
| 30D | -20.0% | +6.8% | -26.7% | -20.7% |
| 3M | -23.8% | -5.2% | -18.6% | -23.4% |
| 6M | -42.4% | +7.4% | -49.8% | -43.0% |
| YTD | -22.1% | +17.4% | -39.5% | -23.9% |
| 1Y | -20.8% | +27.1% | -47.9% | -23.3% |
| 3Y | +75.7% | +47.9% | +27.9% | +68.2% |
| 5Y | +167.4% | -2.6% | +170.0% | +157.6% |
| All | +825.2% | +182.7% | +642.5% | +627.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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