+1,076.1%
BE vs CDW
-19.1%
+1,095.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.9% |
| 7D | +20.0% | +3.2% | +16.8% | +18.0% |
| 30D | +7.9% | +9.3% | -1.4% | +2.7% |
| 3M | -13.2% | +9.8% | -23.0% | -19.6% |
| 6M | +53.5% | +23.3% | +30.1% | +26.4% |
| YTD | +191.0% | +13.7% | +177.4% | +148.1% |
| 1Y | +360.5% | -6.5% | +367.0% | +360.2% |
| 3Y | +1,568.0% | -25.2% | +1,593.2% | +1,805.5% |
| All | +1,076.1% | -19.1% | +1,095.3% | +1,185.0% |
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