+32.1%
SWKS vs CCJ
+808.7%
-776.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.2% |
| 7D | -6.2% | -7.3% | +1.1% | -4.4% |
| 30D | -1.5% | -20.0% | +18.5% | +3.8% |
| 3M | +23.0% | -23.8% | +46.8% | +30.5% |
| 6M | +27.6% | -42.4% | +70.0% | +44.6% |
| YTD | +32.3% | -22.1% | +54.4% | +36.3% |
| 1Y | +20.1% | -20.8% | +41.0% | +22.8% |
| 3Y | +0.6% | +75.7% | -75.1% | -20.4% |
| 5Y | -42.3% | +167.4% | -209.8% | -60.8% |
| All | +32.1% | +808.7% | -776.6% | -37.2% |
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