-25.9%
CCJ vs CDW
+13.2%
-39.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.7% | -13.9% | -1.1% |
| 7D | -14.5% | +3.7% | -18.2% | -14.4% |
| 30D | -18.1% | +26.0% | -44.1% | -17.4% |
| 3M | -23.0% | +10.1% | -33.1% | -23.1% |
| 6M | -39.4% | +26.1% | -65.4% | -38.6% |
| YTD | -21.7% | +25.9% | -47.5% | -17.3% |
| 1Y | -25.9% | +21.5% | -47.5% | -19.9% |
| All | -25.9% | +13.2% | -39.1% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling