+32.4%
SWKS vs CCJ
+859.4%
-827.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.6% |
| 7D | -2.7% | +2.7% | -5.5% | -3.4% |
| 30D | +8.5% | -14.4% | +22.9% | +12.4% |
| 3M | +17.3% | -22.6% | +39.9% | +23.9% |
| 6M | +25.1% | -35.4% | +60.6% | +38.0% |
| YTD | +33.3% | -17.6% | +51.0% | +35.5% |
| 1Y | +22.9% | -18.1% | +41.0% | +24.7% |
| 3Y | +5.5% | +79.6% | -74.0% | -16.9% |
| 5Y | -41.9% | +175.3% | -217.2% | -60.8% |
| 10Y | +32.4% | +844.8% | -812.4% | -39.2% |
| All | +32.4% | +859.4% | -827.0% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling