-29.4%
CCL vs CDW
+338.4%
-367.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.8% |
| 7D | -1.5% | +2.6% | -4.1% | -3.4% |
| 30D | +16.5% | +20.4% | -3.9% | +0.4% |
| 3M | +11.2% | +28.5% | -17.3% | -10.7% |
| 6M | +22.6% | +70.6% | -48.0% | -25.0% |
| YTD | +2.6% | +29.1% | -26.5% | -26.2% |
| 1Y | +17.0% | +23.8% | -6.8% | -13.0% |
| 3Y | +145.5% | -14.5% | +160.0% | +144.8% |
| 5Y | +36.1% | -1.6% | +37.7% | +20.1% |
| 10Y | -29.4% | +322.0% | -351.4% | -66.7% |
| All | -29.4% | +338.4% | -367.9% | -66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling