+27.6%
SWKS vs CCJ
+1,044.2%
-1,016.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +12.5% | +0.7% | +11.8% | +12.3% |
| 30D | +10.5% | +6.9% | +3.6% | +8.5% |
| 3M | -7.4% | -11.6% | +4.3% | -4.8% |
| 6M | +32.7% | -16.2% | +48.9% | +36.8% |
| YTD | +19.2% | +10.1% | +9.1% | +13.4% |
| 1Y | +2.4% | +32.3% | -29.9% | -8.1% |
| 3Y | -25.6% | +171.3% | -196.9% | -46.9% |
| 5Y | -53.4% | +372.4% | -425.8% | -72.4% |
| All | +27.6% | +1,044.2% | -1,016.6% | -39.7% |
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