-40.8%
CCL vs CDW
+285.0%
-325.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.9% |
| 7D | -5.0% | +3.2% | -8.2% | -7.5% |
| 30D | -20.3% | +9.3% | -29.6% | -26.4% |
| 3M | -15.1% | +9.8% | -24.9% | -23.4% |
| 6M | -15.1% | +23.3% | -38.5% | -35.0% |
| YTD | -21.8% | +13.7% | -35.4% | -36.7% |
| 1Y | -24.8% | -6.5% | -18.3% | -28.3% |
| 3Y | +51.9% | -25.2% | +77.1% | +70.9% |
| 5Y | +4.0% | -19.5% | +23.5% | +9.7% |
| All | -40.8% | +285.0% | -325.9% | -69.8% |
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