-4.6%
BA vs CDW
-25.3%
+20.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +1.2% | +3.2% | -2.0% | +0.5% |
| 30D | -11.6% | +9.3% | -20.9% | -13.3% |
| 3M | -2.4% | +9.8% | -12.2% | -4.9% |
| 6M | -6.6% | +23.3% | -30.0% | -13.4% |
| YTD | -2.2% | +13.7% | -15.9% | -7.1% |
| 1Y | -8.0% | -6.5% | -1.5% | -6.4% |
| All | -4.6% | -25.3% | +20.7% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling