+55.4%
CCL vs CDW
-25.3%
+80.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -5.0% | +3.2% | -8.2% | -6.4% |
| 30D | -20.3% | +9.3% | -29.6% | -23.6% |
| 3M | -15.1% | +9.8% | -24.9% | -19.5% |
| 6M | -15.1% | +23.3% | -38.5% | -27.6% |
| YTD | -21.8% | +13.7% | -35.4% | -30.1% |
| 1Y | -24.8% | -6.5% | -18.3% | -23.0% |
| All | +55.4% | -25.3% | +80.8% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling