+156.3%
CCJ vs SW
-1.6%
+157.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.4% |
| 7D | -18.2% | +4.7% | -22.8% | -18.9% |
| 30D | -26.5% | +5.0% | -31.5% | -27.3% |
| 3M | -27.5% | -7.3% | -20.2% | -26.6% |
| 6M | -40.3% | +15.0% | -55.3% | -41.9% |
| YTD | -25.3% | +18.5% | -43.8% | -28.0% |
| 1Y | -28.1% | +27.1% | -55.2% | -31.5% |
| 3Y | +63.8% | +49.3% | +14.5% | +53.2% |
| 5Y | +156.3% | -1.6% | +157.9% | +135.6% |
| All | +156.3% | -1.6% | +157.9% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling