+142.7%
BA vs CDW
+903.1%
-760.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +1.2% | +3.2% | -2.0% | -0.6% |
| 30D | -11.6% | +9.3% | -20.9% | -16.2% |
| 3M | -2.4% | +9.8% | -12.2% | -9.2% |
| 6M | -6.6% | +23.3% | -30.0% | -21.8% |
| YTD | -2.2% | +13.7% | -15.9% | -15.0% |
| 1Y | -8.0% | -6.5% | -1.5% | -10.8% |
| 3Y | -5.0% | -25.2% | +20.2% | +0.8% |
| 5Y | -2.7% | -19.5% | +16.8% | -4.2% |
| 10Y | +75.9% | +285.8% | -209.9% | -17.8% |
| All | +142.7% | +903.1% | -760.4% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling