+249.2%
COP vs CDW
+933.5%
-684.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -11.5% | +2.1% | -13.6% | -12.8% |
| 30D | +5.0% | +14.7% | -9.8% | -1.5% |
| 3M | +17.5% | +11.1% | +6.4% | +10.5% |
| 6M | +16.2% | +45.6% | -29.4% | -4.2% |
| YTD | +48.8% | +17.1% | +31.7% | +31.7% |
| 1Y | +64.1% | +13.2% | +50.9% | +47.2% |
| 3Y | +25.7% | -22.2% | +47.9% | +28.6% |
| 5Y | +114.4% | -10.1% | +124.5% | +97.8% |
| 10Y | +331.7% | +307.0% | +24.7% | +123.8% |
| All | +249.2% | +933.5% | -684.3% | +59.5% |
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 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