+23.3%
BA vs CDW
+312.7%
-289.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.3% |
| 7D | -1.1% | +9.3% | -10.4% | -5.8% |
| 30D | -7.1% | +14.4% | -21.5% | -14.4% |
| 3M | -25.5% | +21.4% | -47.0% | -34.3% |
| 6M | -28.7% | +72.8% | -101.5% | -50.7% |
| YTD | -21.0% | +28.0% | -49.0% | -37.2% |
| 1Y | -11.9% | +19.3% | -31.2% | -26.8% |
| 3Y | -16.2% | -15.3% | -0.8% | -17.7% |
| 5Y | -22.4% | -3.8% | -18.6% | -33.1% |
| All | +23.3% | +312.7% | -289.3% | -44.7% |
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