+85.0%
COR vs CDW
-15.0%
+100.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.6% | +3.0% |
| 7D | +7.8% | +9.3% | -1.5% | +6.7% |
| 30D | +7.0% | +14.4% | -7.4% | +5.3% |
| 3M | +16.3% | +21.4% | -5.2% | +13.5% |
| 6M | +41.3% | +72.8% | -31.5% | +31.4% |
| YTD | +7.1% | +28.0% | -20.9% | +4.1% |
| 1Y | -0.8% | +19.3% | -20.2% | -3.6% |
| 3Y | +85.0% | -15.3% | +100.3% | +92.7% |
| All | +85.0% | -15.0% | +100.0% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling