+58.5%
COP vs CDW
+20.3%
+38.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.7% |
| 7D | -6.1% | +13.1% | -19.2% | -6.5% |
| 30D | +1.1% | +19.1% | -18.0% | +0.2% |
| 3M | +10.9% | +24.7% | -13.8% | +9.5% |
| 6M | +20.8% | +63.4% | -42.6% | +15.5% |
| YTD | +48.0% | +26.3% | +21.7% | +44.8% |
| 1Y | +58.5% | +20.6% | +37.9% | +56.5% |
| All | +58.5% | +20.3% | +38.2% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling