+33.0%
CP vs CDW
+20.3%
+12.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.4% |
| 7D | +2.8% | +13.1% | -10.3% | +2.2% |
| 30D | +11.0% | +19.1% | -8.1% | +10.1% |
| 3M | +3.8% | +24.7% | -20.9% | +2.9% |
| 6M | +9.5% | +63.4% | -53.9% | +7.3% |
| YTD | +28.2% | +26.3% | +1.9% | +25.1% |
| 1Y | +33.0% | +20.6% | +12.4% | +31.3% |
| All | +33.0% | +20.3% | +12.7% | +31.3% |
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