+244.6%
COP vs CDW
+983.6%
-739.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.8% | -6.2% | -3.1% |
| 7D | -8.4% | +9.3% | -17.7% | -12.1% |
| 30D | +0.3% | +15.8% | -15.5% | -6.3% |
| 3M | +15.1% | +21.8% | -6.7% | +4.5% |
| 6M | +19.8% | +58.8% | -39.0% | -4.6% |
| YTD | +46.8% | +22.8% | +24.0% | +27.6% |
| 1Y | +59.7% | +17.9% | +41.8% | +41.1% |
| 3Y | +28.7% | -17.4% | +46.1% | +28.5% |
| 5Y | +110.7% | -5.7% | +116.4% | +90.9% |
| 10Y | +298.3% | +319.5% | -21.2% | +103.9% |
| All | +244.6% | +983.6% | -739.0% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling