+175.7%
COF vs CDW
+312.7%
-137.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.1% |
| 7D | -3.4% | +9.3% | -12.7% | -8.2% |
| 30D | +0.4% | +14.4% | -14.0% | -8.2% |
| 3M | -12.5% | +21.4% | -34.0% | -23.8% |
| 6M | +8.3% | +72.8% | -64.5% | -26.7% |
| YTD | -18.6% | +28.0% | -46.6% | -35.9% |
| 1Y | -8.6% | +19.3% | -28.0% | -24.5% |
| 3Y | +94.7% | -15.3% | +110.0% | +94.3% |
| 5Y | +35.3% | -3.8% | +39.1% | +19.3% |
| All | +175.7% | +312.7% | -137.0% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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