+32.4%
SWKS vs CCI
+51.6%
-19.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.1% |
| 7D | -2.7% | +0.9% | -3.7% | -3.2% |
| 30D | +8.5% | +10.3% | -1.8% | +4.4% |
| 3M | +17.3% | +17.9% | -0.6% | +9.4% |
| 6M | +25.1% | -0.5% | +25.6% | +23.3% |
| YTD | +33.3% | +2.7% | +30.6% | +28.5% |
| 1Y | +22.9% | +3.1% | +19.8% | +18.1% |
| 3Y | +5.5% | +8.0% | -2.4% | -5.2% |
| 5Y | -41.9% | -37.8% | -4.1% | -32.3% |
| 10Y | +32.4% | +56.5% | -24.1% | +8.4% |
| All | +32.4% | +51.6% | -19.2% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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