+512.3%
COR vs CDW
+325.6%
+186.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.2% | +2.3% |
| 7D | +2.3% | +9.3% | -7.0% | -0.2% |
| 30D | +6.8% | +15.8% | -9.0% | +2.2% |
| 3M | +8.1% | +21.8% | -13.7% | +1.5% |
| 6M | +33.0% | +58.8% | -25.8% | +13.9% |
| YTD | +3.0% | +22.8% | -19.8% | -5.2% |
| 1Y | -3.4% | +17.9% | -21.3% | -10.1% |
| 3Y | +80.1% | -17.4% | +97.6% | +80.5% |
| 5Y | +194.7% | -5.7% | +200.5% | +172.7% |
| 10Y | +512.3% | +319.5% | +192.8% | +272.0% |
| All | +512.3% | +325.6% | +186.7% | +272.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling