+29.4%
BAC vs CDW
-8.4%
+37.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.1% | +3.2% | -2.1% | +0.9% |
| 30D | -0.4% | +9.3% | -9.7% | -1.0% |
| 3M | +16.9% | +9.8% | +7.1% | +16.0% |
| 6M | +26.6% | +23.3% | +3.3% | +22.2% |
| YTD | +15.8% | +13.7% | +2.1% | +13.2% |
| All | +29.4% | -8.4% | +37.9% | +27.1% |
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 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