+60.1%
BMY vs CDW
+312.7%
-252.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.9% |
| 7D | +2.1% | +9.3% | -7.3% | +0.4% |
| 30D | +7.0% | +14.4% | -7.4% | +4.3% |
| 3M | -0.9% | +21.4% | -22.3% | -4.8% |
| 6M | +14.9% | +72.8% | -57.9% | +2.5% |
| YTD | +22.8% | +28.0% | -5.2% | +15.1% |
| 1Y | +36.2% | +19.3% | +16.9% | +29.4% |
| 3Y | +45.7% | -15.3% | +61.0% | +45.7% |
| 5Y | +31.3% | -3.8% | +35.1% | +25.2% |
| All | +60.1% | +312.7% | -252.6% | +21.1% |
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