+398.1%
COR vs CDW
+263.0%
+135.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.3% | -0.5% |
| 7D | -1.9% | -3.9% | +2.0% | -0.9% |
| 30D | +1.5% | +6.9% | -5.4% | -0.7% |
| 3M | +18.7% | +7.7% | +11.0% | +15.0% |
| 6M | -9.0% | +18.3% | -27.4% | -14.5% |
| YTD | -3.3% | +7.8% | -11.1% | -7.2% |
| 1Y | +9.8% | -12.2% | +22.0% | +11.3% |
| 3Y | +87.4% | -28.9% | +116.3% | +96.7% |
| 5Y | +180.5% | -22.8% | +203.3% | +177.9% |
| 10Y | +398.1% | +266.1% | +132.1% | +213.2% |
| All | +398.1% | +263.0% | +135.2% | +213.2% |
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