+200.7%
BDX vs CDW
+903.1%
-702.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.5% | +3.2% | -5.7% | -3.2% |
| 30D | +8.3% | +9.3% | -1.0% | +6.0% |
| 3M | +24.4% | +9.8% | +14.6% | +21.2% |
| 6M | +9.2% | +23.3% | -14.2% | +2.5% |
| YTD | +22.7% | +13.7% | +9.1% | +16.9% |
| 1Y | +25.9% | -6.5% | +32.4% | +25.2% |
| 3Y | -10.5% | -25.2% | +14.8% | -7.5% |
| 5Y | +1.9% | -19.5% | +21.4% | +1.6% |
| 10Y | +58.7% | +285.8% | -227.1% | +5.7% |
| All | +200.7% | +903.1% | -702.4% | +87.6% |
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