+766.3%
CCJ vs SWK
+17.8%
+748.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.7% |
| 7D | +5.0% | -2.0% | +7.0% | +5.7% |
| 30D | -16.7% | +24.6% | -41.3% | -22.5% |
| 3M | -27.5% | +10.8% | -38.3% | -30.1% |
| 6M | -38.6% | +46.1% | -84.7% | -45.8% |
| YTD | -21.5% | +56.8% | -78.4% | -32.6% |
| 1Y | -22.3% | +72.7% | -95.0% | -35.2% |
| 3Y | +69.9% | +49.9% | +20.0% | +41.2% |
| 5Y | +163.6% | -30.9% | +194.5% | +175.7% |
| All | +766.3% | +17.8% | +748.5% | +618.0% |
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