-5.6%
ROP vs CDW
-14.4%
+8.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.7% | +9.1% | -11.8% | -4.8% |
| 30D | +29.7% | +13.7% | +16.0% | +25.1% |
| 3M | +21.2% | +27.0% | -5.8% | +13.2% |
| 6M | +48.3% | +75.9% | -27.6% | +26.5% |
| YTD | +8.4% | +28.9% | -20.5% | -1.0% |
| 1Y | +6.0% | +19.6% | -13.6% | -1.5% |
| All | -5.6% | -14.4% | +8.9% | -7.9% |
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