+23.4%
BA vs CDW
+315.4%
-292.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.6% | +9.1% | -9.6% | -5.2% |
| 30D | -8.0% | +13.7% | -21.7% | -14.9% |
| 3M | -25.8% | +27.0% | -52.8% | -36.2% |
| 6M | -27.6% | +75.9% | -103.5% | -50.4% |
| YTD | -21.0% | +28.9% | -49.9% | -37.4% |
| 1Y | -12.3% | +19.6% | -31.9% | -27.1% |
| 3Y | -12.8% | -14.6% | +1.9% | -14.7% |
| 5Y | -22.4% | -3.2% | -19.2% | -33.3% |
| All | +23.4% | +315.4% | -292.0% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling