-14.6%
CDW vs CPB
-36.4%
+21.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | +2.6% | -4.1% | +6.7% | +3.3% |
| 30D | +20.4% | +16.9% | +3.5% | +17.4% |
| 3M | +28.5% | -0.6% | +29.0% | +28.0% |
| 6M | +70.6% | +11.4% | +59.2% | +66.5% |
| YTD | +29.1% | -14.8% | +43.9% | +30.4% |
| 1Y | +23.8% | -24.8% | +48.6% | +26.5% |
| All | -14.6% | -36.4% | +21.8% | -11.7% |
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