+173.1%
CCJ vs CDW
-25.0%
+198.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +0.7% | +3.2% | -2.4% | +0.4% |
| 30D | +6.9% | +9.3% | -2.4% | +5.6% |
| 3M | -11.6% | +9.8% | -21.4% | -12.9% |
| 6M | -16.2% | +23.3% | -39.6% | -19.7% |
| YTD | +10.1% | +13.7% | -3.5% | +7.3% |
| 1Y | +32.3% | -6.5% | +38.7% | +36.3% |
| All | +173.1% | -25.0% | +198.2% | +176.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling