-13.6%
BKNG vs CDW
+13.2%
-26.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +12.7% | -2.8% | +8.0% |
| 7D | +15.6% | +3.7% | +11.8% | +14.6% |
| 30D | +8.0% | +26.0% | -18.0% | +5.1% |
| 3M | -11.8% | +10.1% | -21.9% | -13.0% |
| 6M | +3.8% | +26.1% | -22.3% | -1.1% |
| YTD | -19.6% | +25.9% | -45.5% | -23.5% |
| 1Y | -13.6% | +21.5% | -35.1% | -16.7% |
| All | -13.6% | +13.2% | -26.8% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling