-28.5%
CCL vs CDW
+325.6%
-354.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.8% | -0.7% | +0.6% |
| 7D | +3.1% | +9.3% | -6.3% | -3.7% |
| 30D | +17.5% | +15.8% | +1.7% | +4.3% |
| 3M | +6.8% | +21.8% | -15.0% | -10.7% |
| 6M | +18.7% | +58.8% | -40.0% | -23.1% |
| YTD | +3.0% | +22.8% | -19.7% | -23.0% |
| 1Y | +17.7% | +17.9% | -0.2% | -9.1% |
| 3Y | +155.6% | -17.4% | +173.0% | +160.9% |
| 5Y | +30.2% | -5.7% | +35.9% | +18.6% |
| 10Y | -28.5% | +319.5% | -348.0% | -64.2% |
| All | -28.5% | +325.6% | -354.1% | -64.2% |
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