+285.2%
BN vs CDW
+325.6%
-40.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.8% | -1.0% | +1.6% |
| 7D | +3.6% | +9.3% | -5.7% | -0.7% |
| 30D | +15.9% | +15.8% | +0.1% | +7.7% |
| 3M | -2.3% | +21.8% | -24.1% | -12.1% |
| 6M | -8.4% | +58.8% | -67.2% | -29.6% |
| YTD | -5.9% | +22.8% | -28.7% | -19.9% |
| 1Y | -5.6% | +17.9% | -23.5% | -18.0% |
| 3Y | +104.2% | -17.4% | +121.6% | +108.7% |
| 5Y | +35.5% | -5.7% | +41.2% | +27.0% |
| 10Y | +285.2% | +319.5% | -34.3% | +145.9% |
| All | +285.2% | +325.6% | -40.4% | +145.9% |
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