+283.4%
CDW vs CPB
-47.3%
+330.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.5% |
| 7D | +3.2% | -8.6% | +11.8% | +4.4% |
| 30D | +9.3% | -7.2% | +16.5% | +10.2% |
| 3M | +9.8% | +0.9% | +8.9% | +9.3% |
| 6M | +23.3% | -11.8% | +35.2% | +24.9% |
| YTD | +13.7% | -19.4% | +33.1% | +16.4% |
| 1Y | -6.5% | -30.4% | +23.9% | -2.6% |
| 3Y | -25.2% | -40.2% | +14.9% | -21.4% |
| 5Y | -19.5% | -39.5% | +20.0% | -15.7% |
| All | +283.4% | -47.3% | +330.8% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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