+256.9%
CP vs CDW
+338.4%
-81.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.8% |
| 7D | -0.7% | +2.6% | -3.2% | -1.6% |
| 30D | +9.6% | +20.4% | -10.8% | +2.3% |
| 3M | +2.2% | +28.5% | -26.2% | -7.4% |
| 6M | +11.1% | +70.6% | -59.5% | -11.1% |
| YTD | +28.2% | +29.1% | -0.9% | +11.4% |
| 1Y | +32.2% | +23.8% | +8.4% | +16.7% |
| 3Y | +35.5% | -14.5% | +50.0% | +35.2% |
| 5Y | +26.8% | -1.6% | +28.3% | +15.7% |
| 10Y | +256.9% | +322.0% | -65.1% | +107.4% |
| All | +256.9% | +338.4% | -81.5% | +107.4% |
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