-25.0%
CDW vs COO
-23.4%
-1.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +3.2% | -2.2% | +5.4% | +3.7% |
| 30D | +9.3% | -7.0% | +16.3% | +11.0% |
| 3M | +9.8% | +12.2% | -2.4% | +6.0% |
| 6M | +23.3% | -15.1% | +38.5% | +28.6% |
| YTD | +13.7% | -15.1% | +28.7% | +18.5% |
| 1Y | -6.5% | +2.3% | -8.8% | -7.4% |
| All | -25.0% | -23.4% | -1.6% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling