+73.7%
COR vs CDW
-21.8%
+95.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +0.8% | +2.1% | -1.3% | +0.6% |
| 30D | +5.1% | +14.7% | -9.6% | +3.5% |
| 3M | +2.8% | +11.1% | -8.3% | +1.4% |
| 6M | +32.5% | +45.6% | -13.0% | +25.8% |
| YTD | -0.7% | +17.1% | -17.7% | -2.5% |
| 1Y | -6.7% | +13.2% | -19.9% | -8.4% |
| 3Y | +73.7% | -22.2% | +95.9% | +81.2% |
| All | +73.7% | -21.8% | +95.5% | +81.2% |
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 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