+186.1%
COR vs CDW
-19.1%
+205.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +2.8% | +3.2% | -0.4% | +2.3% |
| 30D | +4.5% | +9.3% | -4.8% | +3.0% |
| 3M | +22.7% | +9.8% | +12.9% | +20.3% |
| 6M | -9.7% | +23.3% | -33.1% | -12.7% |
| YTD | -1.4% | +13.7% | -15.1% | -3.9% |
| 1Y | +13.9% | -6.5% | +20.4% | +13.7% |
| 3Y | +94.0% | -25.2% | +119.2% | +97.8% |
| All | +186.1% | -19.1% | +205.3% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling