+737.9%
BE vs CDW
+126.0%
+611.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.2% | +10.8% | +11.6% |
| 7D | +4.5% | +2.6% | +2.0% | +3.6% |
| 30D | -20.1% | +20.4% | -40.5% | -29.8% |
| 3M | -0.8% | +28.5% | -29.3% | -17.7% |
| 6M | -26.2% | +70.6% | -96.8% | -53.3% |
| YTD | +141.1% | +29.1% | +112.0% | +77.0% |
| 1Y | +64.8% | +23.8% | +41.1% | +25.9% |
| 3Y | +1,887.4% | -14.5% | +1,901.9% | +1,883.0% |
| 5Y | +518.1% | -1.6% | +519.7% | +443.6% |
| All | +737.9% | +126.0% | +611.8% | +288.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling