-43.6%
SWKS vs CCI
-37.1%
-6.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.7% |
| 7D | -6.2% | -0.1% | -6.1% | -6.2% |
| 30D | -1.5% | +28.4% | -29.9% | -6.7% |
| 3M | +23.0% | +20.0% | +3.0% | +18.2% |
| 6M | +27.6% | +0.8% | +26.8% | +27.1% |
| YTD | +32.3% | +3.6% | +28.7% | +30.1% |
| 1Y | +20.1% | +6.1% | +14.0% | +17.2% |
| 3Y | +0.6% | +7.2% | -6.6% | -6.2% |
| All | -43.6% | -37.1% | -6.4% | -37.6% |
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