+22.1%
BAC vs CDW
-2.2%
+24.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.7% |
| 7D | -1.9% | +2.6% | -4.4% | -2.7% |
| 30D | -7.2% | +20.4% | -27.6% | -12.5% |
| 3M | -20.4% | +28.5% | -48.9% | -27.0% |
| 6M | +1.3% | +70.6% | -69.3% | -17.8% |
| YTD | -6.4% | +29.1% | -35.5% | -17.2% |
| 1Y | -3.5% | +23.8% | -27.3% | -13.2% |
| 3Y | +96.7% | -14.5% | +111.2% | +100.7% |
| All | +22.1% | -2.2% | +24.3% | +9.7% |
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