+261.6%
BN vs CDW
+263.0%
-1.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.6% | -0.2% |
| 7D | -1.2% | -3.9% | +2.7% | +0.6% |
| 30D | -10.9% | +6.9% | -17.8% | -14.0% |
| 3M | -11.1% | +7.7% | -18.8% | -15.7% |
| 6M | -4.4% | +18.3% | -22.7% | -16.5% |
| YTD | -14.1% | +7.8% | -21.9% | -21.7% |
| 1Y | -11.1% | -12.2% | +1.1% | -10.0% |
| 3Y | +75.6% | -28.9% | +104.5% | +94.8% |
| 5Y | +35.8% | -22.8% | +58.6% | +41.3% |
| 10Y | +261.6% | +266.1% | -4.5% | +118.1% |
| All | +261.6% | +263.0% | -1.4% | +118.1% |
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