+250.9%
CP vs CDW
+303.2%
-52.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +2.8% | +2.1% | +0.7% | +1.8% |
| 30D | +10.2% | +14.7% | -4.5% | +4.6% |
| 3M | +2.4% | +11.1% | -8.8% | -2.6% |
| 6M | +7.7% | +45.6% | -37.9% | -8.9% |
| YTD | +26.0% | +17.1% | +8.9% | +13.2% |
| 1Y | +34.6% | +13.2% | +21.5% | +22.6% |
| 3Y | +26.7% | -22.2% | +48.9% | +30.4% |
| 5Y | +24.9% | -10.1% | +35.0% | +17.6% |
| All | +250.9% | +303.2% | -52.3% | +124.8% |
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