+68.4%
CCJ vs SWK
+46.5%
+21.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.6% | -2.1% | -4.1% |
| 7D | -18.2% | +11.3% | -29.4% | -20.4% |
| 30D | -26.5% | +28.1% | -54.6% | -31.2% |
| 3M | -27.5% | +12.6% | -40.1% | -29.8% |
| 6M | -40.3% | +51.7% | -92.0% | -46.3% |
| YTD | -25.3% | +60.0% | -85.3% | -33.9% |
| 1Y | -28.1% | +72.7% | -100.8% | -37.3% |
| All | +68.4% | +46.5% | +21.9% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling