+1.3%
SWKS vs CCJ
+73.2%
-71.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.5% |
| 7D | -3.1% | +0.4% | -3.6% | -3.3% |
| 30D | +8.3% | -17.2% | +25.6% | +12.5% |
| 3M | +20.2% | -25.1% | +45.4% | +26.9% |
| 6M | +24.9% | -37.6% | +62.5% | +36.6% |
| YTD | +33.2% | -20.4% | +53.5% | +34.8% |
| 1Y | +23.6% | -22.5% | +46.1% | +25.6% |
| 3Y | +1.3% | +72.5% | -71.2% | -20.1% |
| All | +1.3% | +73.2% | -71.9% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling