+1,966.0%
SWKS vs CCI
+1,091.9%
+874.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +2.1% |
| 7D | -6.2% | -0.1% | -6.1% | -6.3% |
| 30D | -1.5% | +28.4% | -29.9% | -11.0% |
| 3M | +23.0% | +20.0% | +3.0% | +13.7% |
| 6M | +27.6% | +0.8% | +26.8% | +24.3% |
| YTD | +32.3% | +3.6% | +28.7% | +26.6% |
| 1Y | +20.1% | +6.1% | +14.0% | +13.8% |
| 3Y | +0.6% | +7.2% | -6.6% | -7.5% |
| 5Y | -42.3% | -37.0% | -5.3% | -36.5% |
| 10Y | +35.9% | +54.2% | -18.2% | +7.0% |
| All | +1,966.0% | +1,091.9% | +874.1% | +487.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling