+298.9%
CDW vs COPX
+307.7%
-8.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.1% |
| 7D | +9.3% | -2.8% | +12.2% | +10.2% |
| 30D | +14.4% | -14.3% | +28.7% | +19.5% |
| 3M | +21.4% | -19.0% | +40.5% | +28.4% |
| 6M | +72.8% | -24.4% | +97.2% | +84.3% |
| YTD | +28.0% | -3.2% | +31.3% | +21.4% |
| 1Y | +19.3% | +15.2% | +4.2% | +5.9% |
| 3Y | -15.3% | +127.6% | -142.9% | -44.4% |
| 5Y | -3.8% | +106.0% | -109.8% | -36.6% |
| All | +298.9% | +307.7% | -8.8% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling