+183.6%
ROP vs CDW
+325.6%
-142.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.8% | -5.9% | -2.7% |
| 7D | -1.6% | +9.3% | -11.0% | -4.9% |
| 30D | +29.5% | +15.8% | +13.8% | +22.4% |
| 3M | +17.5% | +21.8% | -4.2% | +8.5% |
| 6M | +38.1% | +58.8% | -20.7% | +14.6% |
| YTD | +7.0% | +22.8% | -15.8% | -3.9% |
| 1Y | +6.5% | +17.9% | -11.4% | -3.0% |
| 3Y | -5.5% | -17.4% | +11.9% | -4.7% |
| 5Y | -0.4% | -5.7% | +5.3% | -6.8% |
| 10Y | +183.6% | +319.5% | -135.9% | +67.4% |
| All | +183.6% | +325.6% | -142.0% | +67.4% |
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