-2.8%
BLK vs CDW
-8.5%
+5.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.8% | -6.2% | +1.2% |
| 7D | -3.3% | +0.9% | -4.2% | -3.4% |
| 30D | -6.5% | +13.1% | -19.6% | -7.1% |
| 3M | +6.7% | +19.7% | -12.9% | +5.6% |
| 6M | +14.7% | +30.7% | -16.0% | +9.7% |
| YTD | +2.5% | +14.7% | -12.2% | +1.0% |
| 1Y | -2.8% | -5.3% | +2.5% | -3.0% |
| All | -2.8% | -8.5% | +5.8% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling