+461.0%
CCJ vs CDW
+903.1%
-442.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +0.7% | +3.2% | -2.4% | -0.3% |
| 30D | +6.9% | +9.3% | -2.4% | +3.5% |
| 3M | -11.6% | +9.8% | -21.4% | -15.2% |
| 6M | -16.2% | +23.3% | -39.6% | -24.8% |
| YTD | +10.1% | +13.7% | -3.5% | +0.9% |
| 1Y | +32.3% | -6.5% | +38.7% | +30.2% |
| 3Y | +171.3% | -25.2% | +196.5% | +184.6% |
| 5Y | +372.4% | -19.5% | +391.9% | +371.7% |
| 10Y | +1,070.0% | +285.8% | +784.2% | +519.4% |
| All | +461.0% | +903.1% | -442.2% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling