+863.2%
CDW vs COO
+135.8%
+727.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | +3.2% | -2.2% | +5.4% | +4.1% |
| 30D | +9.3% | -7.0% | +16.3% | +12.3% |
| 3M | +9.8% | +12.2% | -2.4% | +3.7% |
| 6M | +23.3% | -15.1% | +38.5% | +30.7% |
| YTD | +13.7% | -15.1% | +28.7% | +20.4% |
| 1Y | -6.5% | +2.3% | -8.8% | -8.9% |
| 3Y | -25.2% | -23.7% | -1.6% | -20.6% |
| 5Y | -19.5% | -38.9% | +19.4% | -7.1% |
| 10Y | +285.8% | +49.9% | +235.9% | +221.7% |
| All | +863.2% | +135.8% | +727.4% | +696.7% |
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