+325.7%
CP vs CDW
+903.1%
-577.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -2.7% | +3.2% | -5.9% | -3.8% |
| 30D | +0.2% | +9.3% | -9.1% | -3.3% |
| 3M | +2.6% | +9.8% | -7.2% | -2.0% |
| 6M | +6.0% | +23.3% | -17.4% | -5.7% |
| YTD | +24.9% | +13.7% | +11.3% | +14.5% |
| 1Y | +20.1% | -6.5% | +26.6% | +18.2% |
| 3Y | +16.4% | -25.2% | +41.6% | +22.3% |
| 5Y | +31.7% | -19.5% | +51.2% | +31.0% |
| 10Y | +223.9% | +285.8% | -62.0% | +72.4% |
| All | +325.7% | +903.1% | -577.4% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling