+227.7%
KO vs CDW
+903.1%
-675.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.8% | +3.2% | -4.9% | -2.3% |
| 30D | +1.4% | +9.3% | -7.9% | -0.3% |
| 3M | +15.4% | +9.8% | +5.6% | +12.9% |
| 6M | +14.3% | +23.3% | -9.1% | +8.1% |
| YTD | +27.7% | +13.7% | +14.0% | +22.4% |
| 1Y | +32.7% | -6.5% | +39.2% | +32.1% |
| 3Y | +62.2% | -25.2% | +87.4% | +66.0% |
| 5Y | +80.0% | -19.5% | +99.5% | +77.6% |
| 10Y | +175.6% | +285.8% | -110.2% | +95.8% |
| All | +227.7% | +903.1% | -675.4% | +119.2% |
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