+797.0%
CCJ vs CDW
+316.1%
+480.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.3% |
| 7D | +3.7% | +2.6% | +1.1% | +2.8% |
| 30D | -13.7% | +20.4% | -34.1% | -19.0% |
| 3M | -24.7% | +28.5% | -53.2% | -31.2% |
| 6M | -38.1% | +70.6% | -108.7% | -49.4% |
| YTD | -18.8% | +29.1% | -47.9% | -29.0% |
| 1Y | -19.5% | +23.8% | -43.3% | -28.4% |
| 3Y | +75.9% | -14.5% | +90.4% | +76.2% |
| 5Y | +173.1% | -1.6% | +174.7% | +152.5% |
| All | +797.0% | +316.1% | +480.9% | +357.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling