+271.5%
KO vs CDW
+1,030.0%
-758.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.0% |
| 7D | +3.7% | +9.3% | -5.6% | +2.2% |
| 30D | +8.1% | +14.4% | -6.2% | +5.4% |
| 3M | +14.2% | +21.4% | -7.2% | +9.7% |
| 6M | +25.2% | +72.8% | -47.6% | +11.9% |
| YTD | +44.7% | +28.0% | +16.7% | +35.3% |
| 1Y | +43.4% | +19.3% | +24.0% | +35.9% |
| 3Y | +90.1% | -15.3% | +105.4% | +89.5% |
| 5Y | +103.0% | -3.8% | +106.7% | +92.5% |
| 10Y | +229.8% | +318.5% | -88.7% | +129.9% |
| All | +271.5% | +1,030.0% | -758.5% | +142.3% |
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