+319.7%
CCJ vs CDW
+983.6%
-663.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.8% | +0.9% | +4.1% |
| 7D | +2.7% | +9.3% | -6.6% | -0.5% |
| 30D | -14.4% | +15.8% | -30.2% | -18.7% |
| 3M | -22.6% | +21.8% | -44.4% | -28.1% |
| 6M | -35.4% | +58.8% | -94.2% | -46.0% |
| YTD | -17.6% | +22.8% | -40.4% | -26.9% |
| 1Y | -18.1% | +17.9% | -36.1% | -26.2% |
| 3Y | +79.6% | -17.4% | +97.0% | +80.9% |
| 5Y | +175.3% | -5.7% | +181.0% | +158.4% |
| 10Y | +844.8% | +319.5% | +525.3% | +384.4% |
| All | +319.7% | +983.6% | -663.9% | +85.4% |
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