+825.2%
CCJ vs SWK
+29.6%
+795.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | -7.3% | +11.0% | -18.3% | -10.6% |
| 30D | -20.0% | +30.1% | -50.0% | -26.6% |
| 3M | -23.8% | +14.7% | -38.5% | -27.4% |
| 6M | -42.4% | +44.5% | -86.9% | -49.0% |
| YTD | -22.1% | +59.4% | -81.4% | -33.4% |
| 1Y | -20.8% | +77.5% | -98.4% | -34.6% |
| 3Y | +75.7% | +49.5% | +26.3% | +46.1% |
| 5Y | +167.4% | -24.9% | +192.3% | +171.9% |
| All | +825.2% | +29.6% | +795.6% | +622.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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