+50.8%
SWKS vs CCJ
+765.4%
-714.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +9.4% | -0.8% | +10.2% | +9.6% |
| 30D | +17.0% | -13.2% | +30.2% | +20.8% |
| 3M | +28.9% | -27.6% | +56.6% | +38.5% |
| 6M | +33.1% | -38.7% | +71.8% | +48.6% |
| YTD | +44.8% | -22.7% | +67.5% | +49.3% |
| 1Y | +36.2% | -17.6% | +53.8% | +37.9% |
| 3Y | +11.5% | +62.7% | -51.2% | -10.2% |
| 5Y | -37.1% | +159.7% | -196.8% | -57.0% |
| All | +50.8% | +765.4% | -714.5% | -31.2% |
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