+71.8%
COST vs CDW
-29.2%
+101.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | -0.2% |
| 7D | -3.2% | -3.9% | +0.7% | -2.9% |
| 30D | -4.0% | +6.9% | -10.9% | -4.5% |
| 3M | -6.5% | +7.7% | -14.2% | -7.2% |
| 6M | -8.5% | +18.3% | -26.9% | -10.4% |
| YTD | +6.0% | +7.8% | -1.7% | +4.9% |
| 1Y | -5.8% | -12.2% | +6.4% | -4.2% |
| 3Y | +71.8% | -28.9% | +100.8% | +74.1% |
| All | +71.8% | -29.2% | +101.1% | +74.1% |
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 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