+32.0%
BLK vs CDW
-23.9%
+56.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.6% |
| 7D | -2.7% | -4.2% | +1.6% | -1.2% |
| 30D | -4.8% | +4.9% | -9.6% | -6.6% |
| 3M | +6.5% | +7.3% | -0.8% | +2.2% |
| 6M | +13.1% | +19.2% | -6.0% | +0.5% |
| YTD | +1.8% | +6.2% | -4.4% | -4.8% |
| 1Y | -1.0% | -14.0% | +13.0% | +2.4% |
| 3Y | +66.0% | -30.0% | +95.9% | +83.0% |
| All | +32.0% | -23.9% | +56.0% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling