-9.7%
BDX vs CDW
-29.2%
+19.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.1% | -2.2% |
| 7D | -4.3% | -3.9% | -0.4% | -3.7% |
| 30D | +1.3% | +6.9% | -5.6% | +0.1% |
| 3M | +20.2% | +7.7% | +12.6% | +18.2% |
| 6M | +8.6% | +18.3% | -9.7% | +3.7% |
| YTD | +19.0% | +7.8% | +11.2% | +15.5% |
| 1Y | +21.2% | -12.2% | +33.3% | +23.6% |
| 3Y | -9.7% | -28.9% | +19.2% | -6.8% |
| All | -9.7% | -29.2% | +19.5% | -6.8% |
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