+745.7%
COST vs CDW
+316.1%
+429.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.5% |
| 7D | +3.9% | +2.6% | +1.4% | +3.2% |
| 30D | +13.5% | +20.4% | -6.9% | +8.2% |
| 3M | +15.3% | +28.5% | -13.1% | +7.7% |
| 6M | +9.2% | +70.6% | -61.5% | -6.5% |
| YTD | +26.9% | +29.1% | -2.2% | +15.5% |
| 1Y | +19.7% | +23.8% | -4.1% | +10.2% |
| 3Y | +96.0% | -14.5% | +110.5% | +95.7% |
| 5Y | +124.0% | -1.6% | +125.6% | +110.4% |
| All | +745.7% | +316.1% | +429.6% | +468.5% |
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