+250.7%
CP vs CDW
+329.6%
-78.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -1.2% |
| 7D | +2.8% | +13.1% | -10.3% | -1.6% |
| 30D | +11.0% | +19.1% | -8.1% | +4.0% |
| 3M | +3.8% | +24.7% | -20.9% | -4.9% |
| 6M | +9.5% | +63.4% | -53.9% | -11.0% |
| YTD | +28.2% | +26.3% | +1.9% | +12.3% |
| 1Y | +33.0% | +20.6% | +12.4% | +18.6% |
| 3Y | +35.5% | -16.3% | +51.9% | +36.2% |
| 5Y | +25.8% | -3.9% | +29.7% | +15.9% |
| 10Y | +250.7% | +331.5% | -80.8% | +115.5% |
| All | +250.7% | +329.6% | -78.8% | +115.5% |
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