+737.5%
COR vs CDW
+903.1%
-165.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +2.8% | +3.2% | -0.4% | +1.9% |
| 30D | +4.5% | +9.3% | -4.8% | +1.8% |
| 3M | +22.7% | +9.8% | +12.9% | +18.4% |
| 6M | -9.7% | +23.3% | -33.1% | -15.9% |
| YTD | -1.4% | +13.7% | -15.1% | -6.6% |
| 1Y | +13.9% | -6.5% | +20.4% | +13.4% |
| 3Y | +94.0% | -25.2% | +119.2% | +100.5% |
| 5Y | +184.0% | -19.5% | +203.5% | +179.5% |
| 10Y | +406.8% | +285.8% | +120.9% | +214.6% |
| All | +737.5% | +903.1% | -165.6% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling