+25.5%
BA vs CDW
+316.1%
-290.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.5% |
| 7D | -1.4% | +2.6% | -4.0% | -2.9% |
| 30D | -7.9% | +20.4% | -28.3% | -17.6% |
| 3M | -25.2% | +28.5% | -53.6% | -36.0% |
| 6M | -26.7% | +70.6% | -97.3% | -48.9% |
| YTD | -19.6% | +29.1% | -48.7% | -36.4% |
| 1Y | -10.6% | +23.8% | -34.4% | -27.5% |
| 3Y | -11.2% | -14.5% | +3.2% | -13.3% |
| 5Y | -20.4% | -1.6% | -18.9% | -32.5% |
| All | +25.5% | +316.1% | -290.6% | -43.9% |
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