+25.0%
BIL vs CDW
+903.1%
-878.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | +3.2% | -3.1% | +0.1% |
| 30D | +0.3% | +9.3% | -9.0% | +0.3% |
| 3M | +0.9% | +9.8% | -8.8% | +0.9% |
| 6M | +1.8% | +23.3% | -21.5% | +1.8% |
| YTD | +2.4% | +13.7% | -11.2% | +2.4% |
| 1Y | +3.7% | -6.5% | +10.2% | +3.7% |
| 3Y | +14.2% | -25.2% | +39.4% | +14.2% |
| 5Y | +19.4% | -19.5% | +38.9% | +19.4% |
| 10Y | +25.2% | +285.8% | -260.6% | +25.2% |
| All | +25.0% | +903.1% | -878.1% | +25.1% |
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