-12.9%
ROP vs CDW
-18.6%
+5.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | -4.4% | +3.2% | -7.6% | -5.3% |
| 30D | +3.2% | +9.3% | -6.1% | +0.2% |
| 3M | +23.1% | +9.8% | +13.3% | +18.6% |
| 6M | +13.3% | +23.3% | -10.0% | +3.7% |
| YTD | -7.9% | +13.7% | -21.5% | -13.5% |
| 1Y | -22.1% | -6.5% | -15.6% | -22.4% |
| 3Y | -16.8% | -25.2% | +8.4% | -13.1% |
| All | -12.9% | -18.6% | +5.7% | -15.8% |
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