+317.7%
ROP vs CDW
+933.5%
-615.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | +2.1% | +2.1% | +0.1% | +1.1% |
| 30D | +32.9% | +14.7% | +18.2% | +26.2% |
| 3M | +20.3% | +11.1% | +9.2% | +14.8% |
| 6M | +36.8% | +45.6% | -8.8% | +17.6% |
| YTD | +8.1% | +17.1% | -9.0% | -1.0% |
| 1Y | +8.3% | +13.2% | -4.9% | +0.3% |
| 3Y | -3.2% | -22.2% | +18.9% | -0.4% |
| 5Y | +1.7% | -10.1% | +11.8% | -2.7% |
| 10Y | +199.2% | +307.0% | -107.8% | +66.3% |
| All | +317.7% | +933.5% | -615.9% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling