+25.3%
BIL vs CDW
+263.0%
-237.7%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | 0.0% |
| 7D | +0.1% | -3.9% | +3.9% | +0.1% |
| 30D | +0.3% | +6.9% | -6.6% | +0.3% |
| 3M | +0.9% | +7.7% | -6.8% | +0.9% |
| 6M | +1.8% | +18.3% | -16.5% | +1.8% |
| YTD | +2.5% | +7.8% | -5.3% | +2.5% |
| 1Y | +3.7% | -12.2% | +15.9% | +3.7% |
| 3Y | +14.1% | -28.9% | +43.0% | +14.1% |
| 5Y | +19.4% | -22.8% | +42.2% | +19.4% |
| 10Y | +25.3% | +266.1% | -240.8% | +25.3% |
| All | +25.3% | +263.0% | -237.7% | +25.3% |
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