+26.8%
CP vs CDW
-2.4%
+29.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.9% | +9.1% | -8.2% | -1.2% |
| 30D | +10.3% | +13.7% | -3.4% | +6.6% |
| 3M | +2.3% | +27.0% | -24.7% | -4.3% |
| 6M | +10.7% | +75.9% | -65.2% | -6.9% |
| YTD | +29.3% | +28.9% | +0.4% | +17.1% |
| 1Y | +31.5% | +19.6% | +11.8% | +22.2% |
| 3Y | +36.7% | -14.6% | +51.3% | +39.2% |
| 5Y | +26.8% | -3.2% | +29.9% | +13.7% |
| All | +26.8% | -2.4% | +29.2% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling