+157.0%
CCJ vs CDW
-10.5%
+167.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | -7.3% | +2.1% | -9.4% | -7.9% |
| 30D | -20.0% | +14.7% | -34.7% | -22.8% |
| 3M | -23.8% | +11.1% | -35.0% | -26.3% |
| 6M | -42.4% | +45.6% | -88.0% | -48.8% |
| YTD | -22.1% | +17.1% | -39.2% | -28.0% |
| 1Y | -20.8% | +13.2% | -34.0% | -25.7% |
| 3Y | +75.7% | -22.2% | +97.9% | +84.6% |
| All | +157.0% | -10.5% | +167.4% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling