+172.8%
CCJ vs SW
+19.6%
+153.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.2% |
| 7D | +0.7% | -5.1% | +5.8% | +2.0% |
| 30D | +6.9% | -4.6% | +11.4% | +8.1% |
| 3M | -11.6% | +9.4% | -21.0% | -13.8% |
| 6M | -16.2% | +3.5% | -19.7% | -17.6% |
| YTD | +10.1% | +22.0% | -11.9% | +4.0% |
| 1Y | +32.3% | +2.2% | +30.1% | +29.3% |
| All | +172.8% | +19.6% | +153.2% | +153.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling