+240.0%
COF vs CDW
+271.4%
-31.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.9% |
| 7D | -6.1% | -7.4% | +1.3% | -1.8% |
| 30D | -5.2% | +5.8% | -11.0% | -8.9% |
| 3M | +17.0% | +10.8% | +6.2% | +7.3% |
| 6M | +12.9% | +21.5% | -8.6% | -7.0% |
| YTD | -13.5% | +6.4% | -19.9% | -22.7% |
| 1Y | -5.9% | -14.8% | +8.9% | -3.0% |
| 3Y | +117.1% | -29.9% | +147.0% | +146.5% |
| 5Y | +45.4% | -22.9% | +68.3% | +49.3% |
| All | +240.0% | +271.4% | -31.4% | +46.9% |
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