+298.9%
CDW vs COO
+41.1%
+257.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +9.3% | +0.5% | +8.9% | +9.1% |
| 30D | +14.4% | +14.2% | +0.2% | +8.3% |
| 3M | +21.4% | -18.2% | +39.6% | +31.4% |
| 6M | +72.8% | +5.3% | +67.5% | +65.0% |
| YTD | +28.0% | -23.6% | +51.6% | +41.8% |
| 1Y | +19.3% | -12.7% | +32.0% | +23.9% |
| 3Y | -15.3% | -24.2% | +8.9% | -10.8% |
| 5Y | -3.8% | -40.0% | +36.2% | +12.4% |
| All | +298.9% | +41.1% | +257.8% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling