-22.2%
CDW vs CPB
-36.0%
+13.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | +2.1% | +8.0% | -5.9% | +0.9% |
| 30D | +14.7% | +22.4% | -7.6% | +11.2% |
| 3M | +11.1% | +2.5% | +8.6% | +10.1% |
| 6M | +45.6% | +12.2% | +33.4% | +41.8% |
| YTD | +17.1% | -12.8% | +29.9% | +17.9% |
| 1Y | +13.2% | -19.2% | +32.3% | +14.6% |
| 3Y | -22.2% | -35.6% | +13.4% | -19.5% |
| All | -22.2% | -36.0% | +13.8% | -19.5% |
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