+133.4%
ROP vs CDW
+263.0%
-129.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.3% | -1.0% |
| 7D | -5.4% | -3.9% | -1.5% | -4.1% |
| 30D | -1.6% | +6.9% | -8.5% | -4.2% |
| 3M | +18.8% | +7.7% | +11.2% | +14.6% |
| 6M | +8.2% | +18.3% | -10.1% | -0.8% |
| YTD | -10.5% | +7.8% | -18.2% | -15.2% |
| 1Y | -23.7% | -12.2% | -11.6% | -22.5% |
| 3Y | -17.9% | -28.9% | +11.1% | -11.9% |
| 5Y | -15.3% | -22.8% | +7.4% | -14.2% |
| 10Y | +133.4% | +266.1% | -132.7% | +32.4% |
| All | +133.4% | +263.0% | -129.6% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling