+121.4%
BKR vs CDW
+271.4%
-150.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.8% | -6.7% |
| 7D | -6.7% | -7.4% | +0.7% | -3.6% |
| 30D | -8.3% | +5.8% | -14.2% | -11.2% |
| 3M | -5.4% | +10.8% | -16.2% | -11.3% |
| 6M | +0.8% | +21.5% | -20.7% | -12.4% |
| YTD | +31.8% | +6.4% | +25.5% | +21.4% |
| 1Y | +28.6% | -14.8% | +43.4% | +32.0% |
| 3Y | +71.2% | -29.9% | +101.1% | +87.8% |
| 5Y | +179.2% | -22.9% | +202.1% | +179.3% |
| All | +121.4% | +271.4% | -150.0% | +33.2% |
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