+305.8%
CCJ vs CDW
+1,014.9%
-709.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -4.3% |
| 7D | +0.4% | +13.1% | -12.7% | -3.9% |
| 30D | -17.2% | +19.1% | -36.4% | -22.2% |
| 3M | -25.1% | +24.7% | -49.8% | -31.0% |
| 6M | -37.6% | +63.4% | -100.9% | -48.3% |
| YTD | -20.4% | +26.3% | -46.7% | -30.0% |
| 1Y | -22.5% | +20.6% | -43.1% | -30.6% |
| 3Y | +72.5% | -16.3% | +88.8% | +73.2% |
| 5Y | +179.9% | -3.9% | +183.8% | +161.2% |
| 10Y | +772.6% | +331.5% | +441.1% | +343.1% |
| All | +305.8% | +1,014.9% | -709.1% | +77.5% |
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 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