+256.0%
ROP vs CDW
+903.1%
-647.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -4.4% | +3.2% | -7.6% | -5.5% |
| 30D | +3.2% | +9.3% | -6.1% | -0.2% |
| 3M | +23.1% | +9.8% | +13.3% | +18.0% |
| 6M | +13.3% | +23.3% | -10.0% | +2.7% |
| YTD | -7.9% | +13.7% | -21.5% | -14.1% |
| 1Y | -22.1% | -6.5% | -15.6% | -22.6% |
| 3Y | -16.8% | -25.2% | +8.4% | -12.5% |
| 5Y | -13.5% | -19.5% | +6.0% | -13.4% |
| 10Y | +137.7% | +285.8% | -148.1% | +35.3% |
| All | +256.0% | +903.1% | -647.1% | +74.5% |
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