+275.1%
BLK vs CDW
+300.6%
-25.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.8% | -6.2% | -1.8% |
| 7D | -3.3% | +0.9% | -4.2% | -3.8% |
| 30D | -6.5% | +13.1% | -19.6% | -11.9% |
| 3M | +6.7% | +19.7% | -12.9% | -3.4% |
| 6M | +14.7% | +30.7% | -16.0% | -4.1% |
| YTD | +2.5% | +14.7% | -12.2% | -8.9% |
| 1Y | -2.8% | -5.3% | +2.5% | -5.3% |
| 3Y | +65.9% | -23.8% | +89.7% | +75.3% |
| 5Y | +33.0% | -16.8% | +49.8% | +30.9% |
| All | +275.1% | +300.6% | -25.5% | +87.2% |
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