+606.1%
COST vs CDW
+300.6%
+305.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.6% | -1.6% |
| 7D | -1.2% | +0.9% | -2.1% | -1.5% |
| 30D | -4.7% | +13.1% | -17.8% | -7.8% |
| 3M | -7.1% | +19.7% | -26.8% | -11.9% |
| 6M | -8.5% | +30.7% | -39.3% | -16.6% |
| YTD | +5.4% | +14.7% | -9.3% | -0.8% |
| 1Y | -5.6% | -5.3% | -0.3% | -6.6% |
| 3Y | +68.5% | -23.8% | +92.3% | +73.6% |
| 5Y | +105.2% | -16.8% | +122.1% | +101.9% |
| All | +606.1% | +300.6% | +305.5% | +353.5% |
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