+25.8%
BMY vs CDW
-19.1%
+44.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +0.4% | +3.2% | -2.8% | 0.0% |
| 30D | +5.0% | +9.3% | -4.3% | +3.9% |
| 3M | +19.4% | +9.8% | +9.6% | +17.8% |
| 6M | +9.5% | +23.3% | -13.8% | +6.0% |
| YTD | +28.1% | +13.7% | +14.4% | +25.1% |
| 1Y | +50.0% | -6.5% | +56.5% | +50.1% |
| 3Y | +24.1% | -25.2% | +49.3% | +25.6% |
| All | +25.8% | -19.1% | +44.9% | +25.0% |
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 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