+18.9%
SWKS vs CCJ
-26.2%
+45.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.7% |
| 7D | -4.9% | -14.5% | +9.6% | -2.7% |
| 30D | -1.2% | -18.1% | +16.9% | +1.6% |
| 3M | +24.2% | -23.0% | +47.1% | +28.5% |
| 6M | +21.5% | -39.4% | +60.9% | +28.0% |
| YTD | +33.5% | -21.7% | +55.1% | +30.9% |
| 1Y | +18.9% | -25.9% | +44.8% | +18.4% |
| All | +18.9% | -26.2% | +45.1% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling