-36.5%
SWKS vs CCJ
+159.0%
-195.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 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% | +38.3% |
| 6M | +33.1% | -38.7% | +71.8% | +48.3% |
| YTD | +44.8% | -22.7% | +67.5% | +48.6% |
| 1Y | +36.2% | -17.6% | +53.8% | +37.1% |
| 3Y | +11.5% | +62.7% | -51.2% | -12.8% |
| All | -36.5% | +159.0% | -195.5% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling