+33.3%
CP vs CDW
+16.9%
+16.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.8% | -2.8% | +1.8% |
| 7D | +2.8% | +9.3% | -6.5% | +2.3% |
| 30D | +11.3% | +15.8% | -4.5% | +10.6% |
| 3M | +2.9% | +21.8% | -18.9% | +2.1% |
| 6M | +9.8% | +58.8% | -49.0% | +7.7% |
| YTD | +28.5% | +22.8% | +5.8% | +25.6% |
| All | +33.3% | +16.9% | +16.4% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling