+1,099.7%
CCJ vs CDW
+262.5%
+837.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.1% |
| 7D | +4.2% | -4.2% | +8.4% | +5.6% |
| 30D | +3.2% | +4.9% | -1.7% | +1.4% |
| 3M | -1.8% | +7.3% | -9.1% | -5.1% |
| 6M | -13.5% | +19.2% | -32.7% | -21.5% |
| YTD | +9.7% | +6.2% | +3.6% | +3.0% |
| 1Y | +30.0% | -14.0% | +44.0% | +32.0% |
| 3Y | +172.6% | -30.0% | +202.6% | +192.6% |
| 5Y | +342.9% | -23.6% | +366.5% | +348.7% |
| 10Y | +1,099.7% | +269.4% | +830.4% | +700.5% |
| All | +1,099.7% | +262.5% | +837.3% | +700.5% |
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