+82.5%
KO vs CDW
-23.9%
+106.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.8% |
| 7D | -0.8% | -4.2% | +3.5% | -0.5% |
| 30D | +0.8% | +4.9% | -4.1% | +0.4% |
| 3M | +8.3% | +7.3% | +1.0% | +7.6% |
| 6M | +14.0% | +19.2% | -5.1% | +11.6% |
| YTD | +26.9% | +6.2% | +20.7% | +25.5% |
| 1Y | +32.7% | -14.0% | +46.7% | +34.2% |
| 3Y | +63.9% | -30.0% | +93.9% | +68.0% |
| All | +82.5% | -23.9% | +106.4% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling