+47.8%
COF vs CDW
-23.8%
+71.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.8% |
| 7D | -2.7% | -4.2% | +1.6% | -0.8% |
| 30D | -3.4% | +4.9% | -8.2% | -5.7% |
| 3M | +15.4% | +7.3% | +8.1% | +10.0% |
| 6M | +14.4% | +19.2% | -4.8% | -0.6% |
| YTD | -12.0% | +6.2% | -18.2% | -18.7% |
| 1Y | -3.7% | -14.0% | +10.3% | 0.0% |
| 3Y | +121.1% | -30.0% | +151.0% | +147.8% |
| 5Y | +47.8% | -23.6% | +71.4% | +50.9% |
| All | +47.8% | -23.8% | +71.6% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling