+325.0%
COP vs CDW
+338.4%
-13.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.8% |
| 7D | +0.7% | +2.6% | -1.9% | -0.5% |
| 30D | +0.2% | +20.4% | -20.2% | -7.9% |
| 3M | +10.2% | +28.5% | -18.3% | -2.3% |
| 6M | +20.1% | +70.6% | -50.5% | -8.0% |
| YTD | +50.5% | +29.1% | +21.4% | +27.6% |
| 1Y | +56.8% | +23.8% | +33.0% | +35.3% |
| 3Y | +30.3% | -14.5% | +44.8% | +28.8% |
| 5Y | +126.8% | -1.6% | +128.4% | +100.1% |
| 10Y | +325.0% | +322.0% | +3.0% | +163.3% |
| All | +325.0% | +338.4% | -13.4% | +163.3% |
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