+892.4%
CDW vs COO
+111.3%
+781.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.2% |
| 7D | +2.1% | +4.7% | -2.6% | +0.4% |
| 30D | +14.7% | +13.9% | +0.8% | +9.1% |
| 3M | +11.1% | -14.9% | +26.1% | +17.5% |
| 6M | +45.6% | +2.0% | +43.6% | +41.6% |
| YTD | +17.1% | -23.9% | +41.0% | +28.8% |
| 1Y | +13.2% | -9.6% | +22.8% | +15.4% |
| 3Y | -22.2% | -25.4% | +3.2% | -17.4% |
| 5Y | -10.1% | -41.2% | +31.1% | +4.2% |
| 10Y | +307.0% | +42.1% | +264.9% | +247.4% |
| All | +892.4% | +111.3% | +781.1% | +752.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling