+106.4%
CCI vs CDW
+1,039.4%
-932.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.8% |
| 7D | -3.4% | +2.6% | -5.9% | -4.0% |
| 30D | +9.9% | +20.4% | -10.5% | +5.1% |
| 3M | +22.7% | +28.5% | -5.8% | +15.3% |
| 6M | +0.8% | +70.6% | -69.8% | -11.9% |
| YTD | +4.1% | +29.1% | -24.9% | -4.1% |
| 1Y | -0.6% | +23.8% | -24.4% | -7.6% |
| 3Y | +9.4% | -14.5% | +23.9% | +8.7% |
| 5Y | -36.8% | -1.6% | -35.3% | -40.6% |
| 10Y | +65.4% | +322.0% | -256.6% | +13.1% |
| All | +106.4% | +1,039.4% | -932.9% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling