-12.2%
CDW vs CPB
-31.9%
+19.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.8% | -7.0% | -5.5% |
| 7D | -3.9% | -8.2% | +4.4% | -2.2% |
| 30D | +6.9% | -5.6% | +12.5% | +7.7% |
| 3M | +7.7% | +3.0% | +4.7% | +5.5% |
| 6M | +18.3% | -12.7% | +31.0% | +19.8% |
| YTD | +7.8% | -18.0% | +25.7% | +10.3% |
| 1Y | -12.2% | -31.7% | +19.6% | -9.2% |
| All | -12.2% | -31.9% | +19.7% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling