+459.7%
BKNG vs CDW
+851.1%
-391.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.2% | -1.5% | -4.4% |
| 7D | -7.9% | -3.9% | -4.0% | -6.3% |
| 30D | -15.9% | +6.9% | -22.8% | -18.8% |
| 3M | +11.1% | +7.7% | +3.4% | +5.5% |
| 6M | -0.7% | +18.3% | -19.0% | -12.3% |
| YTD | -15.4% | +7.8% | -23.2% | -22.5% |
| 1Y | -18.5% | -12.2% | -6.4% | -17.8% |
| 3Y | +46.5% | -28.9% | +75.4% | +59.3% |
| 5Y | +98.8% | -22.8% | +121.5% | +102.7% |
| 10Y | +218.4% | +266.1% | -47.7% | +60.9% |
| All | +459.7% | +851.1% | -391.4% | +124.8% |
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