+96.6%
BAC vs CDW
-14.3%
+110.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -1.9% | +2.6% | -4.4% | -2.4% |
| 30D | -7.2% | +20.4% | -27.6% | -10.9% |
| 3M | -20.4% | +28.5% | -48.9% | -25.0% |
| 6M | +1.3% | +70.6% | -69.3% | -13.0% |
| YTD | -6.4% | +29.1% | -35.5% | -14.0% |
| 1Y | -3.5% | +23.8% | -27.3% | -10.0% |
| All | +96.6% | -14.3% | +110.9% | +95.3% |
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