+332.0%
COF vs CDW
+851.1%
-519.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.6% | +0.3% |
| 7D | +1.2% | -3.9% | +5.1% | +3.4% |
| 30D | -1.4% | +6.9% | -8.3% | -5.5% |
| 3M | +19.0% | +7.7% | +11.3% | +11.7% |
| 6M | +14.9% | +18.3% | -3.4% | -2.1% |
| YTD | -10.7% | +7.8% | -18.4% | -19.9% |
| 1Y | -1.3% | -12.2% | +10.9% | -0.4% |
| 3Y | +124.3% | -28.9% | +153.3% | +150.9% |
| 5Y | +51.1% | -22.8% | +73.9% | +56.5% |
| 10Y | +252.4% | +266.1% | -13.7% | +74.8% |
| All | +332.0% | +851.1% | -519.1% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling