+72.8%
CDW vs COPX
-23.3%
+96.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | +9.3% | -2.8% | +12.2% | +9.6% |
| 30D | +14.4% | -14.3% | +28.7% | +14.8% |
| 3M | +21.4% | -19.0% | +40.5% | +22.3% |
| 6M | +72.8% | -24.4% | +97.2% | +79.3% |
| All | +72.8% | -23.3% | +96.1% | +79.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling