-14.5%
BAX vs CDW
+933.5%
-948.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +12.1% | +2.1% | +10.0% | +11.3% |
| 30D | +7.6% | +14.7% | -7.2% | +3.5% |
| 3M | -4.5% | +11.1% | -15.6% | -7.9% |
| 6M | +52.0% | +45.6% | +6.4% | +34.7% |
| YTD | +35.1% | +17.1% | +18.0% | +25.9% |
| 1Y | +43.7% | +13.2% | +30.5% | +35.2% |
| 3Y | -20.9% | -22.2% | +1.3% | -18.7% |
| 5Y | -63.5% | -10.1% | -53.4% | -64.6% |
| 10Y | -36.0% | +307.0% | -343.0% | -57.9% |
| All | -14.5% | +933.5% | -948.1% | -47.5% |
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