-9.3%
CDW vs COO
-41.6%
+32.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | +2.1% | +4.7% | -2.6% | +0.7% |
| 30D | +14.7% | +13.9% | +0.8% | +10.3% |
| 3M | +11.1% | -14.9% | +26.1% | +16.5% |
| 6M | +45.6% | +2.0% | +43.6% | +42.2% |
| YTD | +17.1% | -23.9% | +41.0% | +27.4% |
| 1Y | +13.2% | -9.6% | +22.8% | +15.3% |
| 3Y | -22.2% | -25.4% | +3.2% | -18.8% |
| All | -9.3% | -41.6% | +32.3% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling