-0.6%
SWKS vs CCI
+9.1%
-9.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -2.0% |
| 7D | -9.2% | +2.4% | -11.6% | -9.2% |
| 30D | -1.9% | +33.2% | -35.1% | -2.7% |
| 3M | +21.2% | +25.0% | -3.7% | +20.7% |
| 6M | +12.9% | +4.8% | +8.1% | +13.5% |
| YTD | +30.7% | +6.4% | +24.4% | +30.9% |
| 1Y | +14.1% | +6.5% | +7.7% | +14.2% |
| All | -0.6% | +9.1% | -9.6% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling