-25.0%
CDW vs CPB
-40.0%
+15.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.5% |
| 7D | +3.2% | -8.6% | +11.8% | +4.5% |
| 30D | +9.3% | -7.2% | +16.5% | +10.2% |
| 3M | +9.8% | +0.9% | +8.9% | +9.0% |
| 6M | +23.3% | -11.8% | +35.2% | +24.4% |
| YTD | +13.7% | -19.4% | +33.1% | +16.0% |
| 1Y | -6.5% | -30.4% | +23.9% | -3.4% |
| All | -25.0% | -40.0% | +15.0% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling