-11.0%
BA vs CDW
+20.3%
-31.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.4% |
| 7D | 0.0% | +13.1% | -13.0% | -0.7% |
| 30D | -8.9% | +19.1% | -28.0% | -9.8% |
| 3M | -25.5% | +24.7% | -50.3% | -26.3% |
| 6M | -27.0% | +63.4% | -90.3% | -28.5% |
| YTD | -20.1% | +26.3% | -46.5% | -22.0% |
| 1Y | -11.0% | +20.6% | -31.6% | -13.4% |
| All | -11.0% | +20.3% | -31.3% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling