-10.8%
CCI vs CDW
-25.0%
+14.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -0.4% | +3.2% | -3.6% | -0.6% |
| 30D | +2.7% | +9.3% | -6.6% | +2.0% |
| 3M | -18.2% | +9.8% | -28.0% | -18.7% |
| 6M | -14.8% | +23.3% | -38.1% | -16.2% |
| YTD | -12.6% | +13.7% | -26.2% | -13.8% |
| 1Y | -16.7% | -6.5% | -10.3% | -16.9% |
| All | -10.8% | -25.0% | +14.3% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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