+387.2%
BE vs CDW
-10.5%
+397.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.8% |
| 7D | -14.7% | +2.1% | -16.8% | -15.9% |
| 30D | -40.5% | +14.7% | -55.3% | -44.9% |
| 3M | -24.3% | +11.1% | -35.5% | -29.3% |
| 6M | -39.3% | +45.6% | -84.9% | -54.2% |
| YTD | +99.4% | +17.1% | +82.3% | +65.7% |
| 1Y | +26.6% | +13.2% | +13.4% | +8.7% |
| 3Y | +1,616.9% | -22.2% | +1,639.1% | +1,792.2% |
| All | +387.2% | -10.5% | +397.6% | +330.7% |
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