-64.3%
BAX vs CDW
-2.4%
-61.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +0.4% | +9.1% | -8.7% | -1.9% |
| 30D | +3.4% | +13.7% | -10.3% | -0.1% |
| 3M | -4.5% | +27.0% | -31.5% | -10.8% |
| 6M | +44.0% | +75.9% | -31.9% | +21.5% |
| YTD | +34.9% | +28.9% | +6.0% | +23.0% |
| 1Y | +37.9% | +19.6% | +18.3% | +28.7% |
| 3Y | -17.1% | -14.6% | -2.5% | -16.9% |
| 5Y | -64.3% | -3.2% | -61.1% | -66.4% |
| All | -64.3% | -2.4% | -61.9% | -66.4% |
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