-22.2%
CDW vs COO
-25.3%
+3.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | +2.1% | +4.7% | -2.6% | +1.2% |
| 30D | +14.7% | +13.9% | +0.8% | +11.7% |
| 3M | +11.1% | -14.9% | +26.1% | +14.9% |
| 6M | +45.6% | +2.0% | +43.6% | +43.1% |
| YTD | +17.1% | -23.9% | +41.0% | +24.9% |
| 1Y | +13.2% | -9.6% | +22.8% | +15.2% |
| 3Y | -22.2% | -25.4% | +3.2% | -20.8% |
| All | -22.2% | -25.3% | +3.1% | -20.8% |
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