-50.7%
CCI vs CDW
-19.1%
-31.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -0.4% | +3.2% | -3.6% | -0.9% |
| 30D | +2.7% | +9.3% | -6.6% | +1.1% |
| 3M | -18.2% | +9.8% | -28.0% | -19.7% |
| 6M | -14.8% | +23.3% | -38.1% | -18.9% |
| YTD | -12.6% | +13.7% | -26.2% | -15.7% |
| 1Y | -16.7% | -6.5% | -10.3% | -16.5% |
| 3Y | -10.5% | -25.2% | +14.7% | -7.9% |
| All | -50.7% | -19.1% | -31.6% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling