+940.6%
COST vs CDW
+903.1%
+37.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -3.1% | +3.2% | -6.3% | -3.9% |
| 30D | -2.8% | +9.3% | -12.1% | -5.1% |
| 3M | -5.7% | +9.8% | -15.5% | -8.5% |
| 6M | -8.8% | +23.3% | -32.1% | -15.3% |
| YTD | +6.7% | +13.7% | -7.0% | +0.9% |
| 1Y | -3.6% | -6.5% | +2.8% | -4.4% |
| 3Y | +75.1% | -25.2% | +100.3% | +81.0% |
| 5Y | +108.9% | -19.5% | +128.4% | +108.0% |
| 10Y | +586.2% | +285.8% | +300.4% | +355.6% |
| All | +940.6% | +903.1% | +37.5% | +518.6% |
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