+168.5%
BKR vs CDW
+851.1%
-682.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.8% | +2.8% |
| 7D | +0.4% | -3.9% | +4.3% | +1.9% |
| 30D | +3.9% | +6.9% | -3.0% | +0.4% |
| 3M | -1.1% | +7.7% | -8.7% | -5.7% |
| 6M | +7.6% | +18.3% | -10.7% | -4.4% |
| YTD | +41.9% | +7.8% | +34.1% | +30.7% |
| 1Y | +42.2% | -12.2% | +54.4% | +43.6% |
| 3Y | +84.3% | -28.9% | +113.2% | +99.9% |
| 5Y | +215.7% | -22.8% | +238.5% | +217.9% |
| 10Y | +130.9% | +266.1% | -135.2% | +28.4% |
| All | +168.5% | +851.1% | -682.6% | +28.0% |
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