-19.5%
CCJ vs SWK
+76.3%
-95.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | +3.7% | -2.3% | +6.0% | +4.6% |
| 30D | -13.7% | +30.4% | -44.1% | -22.6% |
| 3M | -24.7% | +12.1% | -36.9% | -28.1% |
| 6M | -38.1% | +49.1% | -87.2% | -47.5% |
| YTD | -18.8% | +60.4% | -79.2% | -35.3% |
| 1Y | -19.5% | +78.3% | -97.8% | -37.5% |
| All | -19.5% | +76.3% | -95.8% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling