-15.1%
CCL vs CDW
+903.1%
-918.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.8% |
| 7D | -5.0% | +3.2% | -8.2% | -7.3% |
| 30D | -20.3% | +9.3% | -29.6% | -25.8% |
| 3M | -15.1% | +9.8% | -24.9% | -22.6% |
| 6M | -15.1% | +23.3% | -38.5% | -33.0% |
| YTD | -21.8% | +13.7% | -35.4% | -35.1% |
| 1Y | -24.8% | -6.5% | -18.3% | -27.8% |
| 3Y | +51.9% | -25.2% | +77.1% | +69.9% |
| 5Y | +4.0% | -19.5% | +23.5% | +10.8% |
| 10Y | -42.2% | +285.8% | -328.0% | -69.0% |
| All | -15.1% | +903.1% | -918.2% | -59.8% |
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 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