-0.9%
BA vs CDW
-19.1%
+18.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +1.2% | +3.2% | -2.0% | +0.1% |
| 30D | -11.6% | +9.3% | -20.9% | -14.5% |
| 3M | -2.4% | +9.8% | -12.2% | -6.7% |
| 6M | -6.6% | +23.3% | -30.0% | -17.1% |
| YTD | -2.2% | +13.7% | -15.9% | -10.5% |
| 1Y | -8.0% | -6.5% | -1.5% | -7.8% |
| 3Y | -5.0% | -25.2% | +20.2% | +1.0% |
| All | -0.9% | -19.1% | +18.2% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling