-9.3%
CDW vs CPB
-31.3%
+22.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.2% |
| 6M | +45.6% | +12.2% | +33.4% | +42.1% |
| YTD | +17.1% | -12.8% | +29.9% | +18.3% |
| 1Y | +13.2% | -19.2% | +32.3% | +15.3% |
| 3Y | -22.2% | -35.6% | +13.4% | -19.5% |
| All | -9.3% | -31.3% | +22.1% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling