+103.6%
CCI vs CDW
+983.6%
-880.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.8% | -5.7% | -2.0% |
| 7D | +0.9% | +9.3% | -8.4% | -1.2% |
| 30D | +10.3% | +15.8% | -5.5% | +6.4% |
| 3M | +17.9% | +21.8% | -3.9% | +12.1% |
| 6M | -0.5% | +58.8% | -59.2% | -11.6% |
| YTD | +2.7% | +22.8% | -20.1% | -4.4% |
| 1Y | +3.1% | +17.9% | -14.8% | -3.1% |
| 3Y | +8.0% | -17.4% | +25.4% | +8.0% |
| 5Y | -37.8% | -5.7% | -32.0% | -40.9% |
| 10Y | +56.5% | +319.5% | -263.0% | +7.4% |
| All | +103.6% | +983.6% | -880.0% | +46.0% |
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