+283.4%
CDW vs COO
+48.2%
+235.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | +3.2% | -2.2% | +5.4% | +4.2% |
| 30D | +9.3% | -7.0% | +16.3% | +12.5% |
| 3M | +9.8% | +12.2% | -2.4% | +3.1% |
| 6M | +23.3% | -15.1% | +38.5% | +31.3% |
| YTD | +13.7% | -15.1% | +28.7% | +21.0% |
| 1Y | -6.5% | +2.3% | -8.8% | -9.2% |
| 3Y | -25.2% | -23.7% | -1.6% | -20.3% |
| 5Y | -19.5% | -38.9% | +19.4% | -5.3% |
| All | +283.4% | +48.2% | +235.2% | +230.5% |
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