+28.9%
CP vs CDW
-21.1%
+49.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.5% | +0.2% |
| 7D | +6.1% | -4.1% | +10.2% | +6.5% |
| 30D | +9.8% | +16.7% | -7.0% | +7.0% |
| 3M | +2.7% | +13.6% | -10.8% | +0.3% |
| 6M | +12.8% | +17.0% | -4.2% | +8.4% |
| YTD | +28.2% | +18.1% | +10.0% | +22.1% |
| 1Y | +34.1% | +10.5% | +23.7% | +30.1% |
| All | +28.9% | -21.1% | +49.9% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling