+29.9%
COP vs CDW
-14.3%
+44.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.3% |
| 7D | +0.7% | +2.6% | -1.9% | +0.2% |
| 30D | +0.2% | +20.4% | -20.2% | -3.3% |
| 3M | +10.2% | +28.5% | -18.3% | +4.6% |
| 6M | +20.1% | +70.6% | -50.5% | +5.4% |
| YTD | +50.5% | +29.1% | +21.4% | +40.5% |
| 1Y | +56.8% | +23.8% | +33.0% | +48.1% |
| All | +29.9% | -14.3% | +44.2% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling