+2.2%
ROP vs CDW
-4.0%
+6.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +0.7% | +9.3% | -8.6% | -2.0% |
| 30D | +28.8% | +14.4% | +14.4% | +23.2% |
| 3M | +21.1% | +21.4% | -0.4% | +13.1% |
| 6M | +52.5% | +72.8% | -20.3% | +26.3% |
| YTD | +8.9% | +28.0% | -19.2% | -2.1% |
| 1Y | +8.2% | +19.3% | -11.1% | -0.5% |
| 3Y | -5.2% | -15.3% | +10.1% | -5.2% |
| All | +2.2% | -4.0% | +6.1% | -6.8% |
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