+95.6%
BN vs CDW
-21.8%
+117.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +5.3% | +2.1% | +3.3% | +4.6% |
| 30D | +11.9% | +14.7% | -2.9% | +7.1% |
| 3M | -5.7% | +11.1% | -16.9% | -9.3% |
| 6M | -10.6% | +45.6% | -56.2% | -23.2% |
| YTD | -9.4% | +17.1% | -26.5% | -17.0% |
| 1Y | -8.8% | +13.2% | -21.9% | -15.0% |
| 3Y | +95.6% | -22.2% | +117.8% | +91.8% |
| All | +95.6% | -21.8% | +117.4% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling