-53.0%
SWKS vs CCI
-51.4%
-1.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.9% |
| 7D | +12.5% | -0.4% | +12.9% | +12.6% |
| 30D | +10.5% | +2.7% | +7.8% | +9.8% |
| 3M | -7.4% | -18.2% | +10.8% | -3.2% |
| 6M | +32.7% | -14.8% | +47.4% | +36.7% |
| YTD | +19.2% | -12.6% | +31.8% | +21.5% |
| 1Y | +2.4% | -16.7% | +19.1% | +5.6% |
| 3Y | -25.6% | -10.5% | -15.1% | -28.0% |
| All | -53.0% | -51.4% | -1.6% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling