+23.8%
SWKS vs CCJ
-21.5%
+45.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.1% |
| 7D | -2.7% | +2.7% | -5.5% | -3.2% |
| 30D | +8.5% | -14.4% | +22.9% | +10.8% |
| 3M | +17.3% | -22.6% | +39.9% | +21.2% |
| 6M | +25.1% | -35.4% | +60.6% | +30.3% |
| YTD | +33.3% | -17.6% | +51.0% | +29.8% |
| All | +23.8% | -21.5% | +45.3% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling