+125.6%
CCJ vs SW
+730.4%
-604.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.6% |
| 7D | -18.2% | +4.7% | -22.8% | -18.4% |
| 30D | -26.5% | +5.0% | -31.5% | -26.8% |
| 3M | -27.5% | -7.3% | -20.2% | -27.2% |
| 6M | -40.3% | +15.0% | -55.3% | -40.8% |
| YTD | -25.3% | +18.5% | -43.8% | -26.2% |
| 1Y | -28.1% | +27.1% | -55.2% | -29.2% |
| 3Y | +63.8% | +49.3% | +14.5% | +60.4% |
| 5Y | +156.3% | -1.6% | +157.9% | +151.5% |
| 10Y | +787.8% | +185.4% | +602.4% | +744.3% |
| All | +125.6% | +730.4% | -604.8% | +119.3% |
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