def METHOD_NAME(self, X, sample_weight=None):
    """ Vertically align CDF to origin period latest diagonal. """
    valuation = X.valuation_date
    cdf = X.cdf_.iloc[..., : X.shape[-1]]
    a = X.iloc[0, 0] * 0
    a = a + a.nan_triangle
    if X.array_backend == "sparse":
        a = a - a[a.valuation < a.valuation_date]
    if sample_weight:
        X = X * a + sample_weight * a
    else:
        X = X * a
    cdf = X / X * cdf
    cdf.valuation_date = valuation
    return cdf.latest_diagonal