+1,583.6%
CCJ vs SWK
+673.3%
+910.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.7% | -0.4% | +1.2% | +0.9% |
| 30D | +6.9% | -5.7% | +12.6% | +9.2% |
| 3M | -11.6% | +24.1% | -35.7% | -18.4% |
| 6M | -16.2% | +24.7% | -40.9% | -22.9% |
| YTD | +10.1% | +33.9% | -23.8% | -1.7% |
| 1Y | +32.3% | +34.7% | -2.4% | +17.0% |
| 3Y | +171.3% | +15.3% | +156.0% | +141.2% |
| 5Y | +372.4% | -39.3% | +411.7% | +413.7% |
| 10Y | +1,070.0% | +2.5% | +1,067.6% | +859.5% |
| All | +1,583.6% | +673.3% | +910.3% | +678.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling