+325.1%
COP vs CDW
+263.0%
+62.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +2.7% |
| 7D | -0.8% | -3.9% | +3.0% | +0.6% |
| 30D | +15.6% | +6.9% | +8.7% | +11.7% |
| 3M | +14.3% | +7.7% | +6.7% | +8.9% |
| 6M | +17.0% | +18.3% | -1.3% | +4.2% |
| YTD | +47.4% | +7.8% | +39.7% | +36.1% |
| 1Y | +52.4% | -12.2% | +64.6% | +54.2% |
| 3Y | +20.8% | -28.9% | +49.8% | +30.1% |
| 5Y | +191.7% | -22.8% | +214.5% | +189.7% |
| 10Y | +325.1% | +266.1% | +59.0% | +150.6% |
| All | +325.1% | +263.0% | +62.1% | +150.6% |
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