+20.0%
COP vs CDW
-25.3%
+45.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +3.0% | +3.2% | -0.2% | +2.4% |
| 30D | +17.5% | +9.3% | +8.2% | +15.2% |
| 3M | +13.4% | +9.8% | +3.6% | +10.6% |
| 6M | +17.7% | +23.3% | -5.6% | +10.5% |
| YTD | +46.6% | +13.7% | +32.9% | +40.3% |
| 1Y | +44.6% | -6.5% | +51.1% | +46.7% |
| All | +20.0% | -25.3% | +45.4% | +17.7% |
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