+520.9%
COR vs CDW
+303.2%
+217.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +0.8% | +2.1% | -1.3% | +0.1% |
| 30D | +5.1% | +14.7% | -9.6% | +0.9% |
| 3M | +2.8% | +11.1% | -8.3% | -1.0% |
| 6M | +32.5% | +45.6% | -13.0% | +16.3% |
| YTD | -0.7% | +17.1% | -17.7% | -7.3% |
| 1Y | -6.7% | +13.2% | -19.9% | -12.2% |
| 3Y | +73.7% | -22.2% | +95.9% | +77.1% |
| 5Y | +177.9% | -10.1% | +188.0% | +160.4% |
| All | +520.9% | +303.2% | +217.7% | +278.3% |
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