+209.9%
BKNG vs CDW
+271.4%
-61.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.4% |
| 7D | -10.7% | -7.4% | -3.3% | -7.5% |
| 30D | -18.1% | +5.8% | -23.9% | -20.6% |
| 3M | +8.5% | +10.8% | -2.3% | +1.6% |
| 6M | -0.1% | +21.5% | -21.5% | -13.3% |
| YTD | -18.2% | +6.4% | -24.6% | -24.7% |
| 1Y | -19.9% | -14.8% | -5.1% | -17.8% |
| 3Y | +41.6% | -29.9% | +71.5% | +55.4% |
| 5Y | +93.1% | -22.9% | +116.0% | +96.3% |
| All | +209.9% | +271.4% | -61.5% | +87.4% |
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