+73.3%
CCI vs CDW
+903.1%
-829.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -0.4% | +3.2% | -3.6% | -1.1% |
| 30D | +2.7% | +9.3% | -6.6% | +0.5% |
| 3M | -18.2% | +9.8% | -28.0% | -20.3% |
| 6M | -14.8% | +23.3% | -38.1% | -20.2% |
| YTD | -12.6% | +13.7% | -26.2% | -16.8% |
| 1Y | -16.7% | -6.5% | -10.3% | -17.2% |
| 3Y | -10.5% | -25.2% | +14.7% | -7.9% |
| 5Y | -51.4% | -19.5% | -31.9% | -51.9% |
| 10Y | +20.0% | +285.8% | -265.8% | -15.7% |
| All | +73.3% | +903.1% | -829.8% | +27.0% |
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