+232.6%
CCJ vs SW
+755.0%
-522.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | 0.0% |
| 7D | +0.7% | -5.1% | +5.8% | +1.1% |
| 30D | +6.9% | -4.6% | +11.4% | +7.2% |
| 3M | -11.6% | +9.4% | -21.0% | -12.2% |
| 6M | -16.2% | +3.5% | -19.7% | -16.5% |
| YTD | +10.1% | +22.0% | -11.9% | +8.6% |
| 1Y | +32.3% | +2.2% | +30.1% | +31.6% |
| 3Y | +171.3% | +19.6% | +151.7% | +167.2% |
| 5Y | +372.4% | -2.3% | +374.7% | +363.1% |
| 10Y | +1,070.0% | +181.4% | +888.7% | +1,012.0% |
| All | +232.6% | +755.0% | -522.4% | +222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling