+37.8%
SWKS vs CCJ
+767.8%
-729.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.7% |
| 7D | -3.1% | +0.4% | -3.6% | -3.3% |
| 30D | +8.3% | -17.2% | +25.6% | +13.2% |
| 3M | +20.2% | -25.1% | +45.4% | +28.1% |
| 6M | +24.9% | -37.6% | +62.5% | +38.9% |
| YTD | +33.2% | -20.4% | +53.5% | +36.3% |
| 1Y | +23.6% | -22.5% | +46.1% | +27.1% |
| 3Y | +1.3% | +72.5% | -71.2% | -19.6% |
| 5Y | -40.6% | +179.9% | -220.5% | -60.2% |
| All | +37.8% | +767.8% | -729.9% | -37.3% |
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