+257.6%
CP vs CDW
+325.6%
-68.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.8% | -2.8% | +0.4% |
| 7D | +2.8% | +9.3% | -6.5% | -0.5% |
| 30D | +11.3% | +15.8% | -4.5% | +5.3% |
| 3M | +2.9% | +21.8% | -18.9% | -5.1% |
| 6M | +9.8% | +58.8% | -49.0% | -9.9% |
| YTD | +28.5% | +22.8% | +5.8% | +13.7% |
| 1Y | +33.5% | +17.9% | +15.6% | +19.9% |
| 3Y | +31.9% | -17.4% | +49.4% | +32.9% |
| 5Y | +25.5% | -5.7% | +31.2% | +16.3% |
| 10Y | +257.6% | +319.5% | -61.9% | +125.8% |
| All | +257.6% | +325.6% | -68.0% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling