+34.0%
BN vs CDW
-4.0%
+38.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -1.0% | +9.3% | -10.3% | -4.6% |
| 30D | +14.0% | +14.4% | -0.4% | +7.4% |
| 3M | -9.0% | +21.4% | -30.4% | -17.0% |
| 6M | -8.8% | +72.8% | -81.6% | -31.4% |
| YTD | -10.3% | +28.0% | -38.3% | -23.9% |
| 1Y | -5.8% | +19.3% | -25.2% | -16.8% |
| 3Y | +94.8% | -15.3% | +110.1% | +100.7% |
| All | +34.0% | -4.0% | +38.0% | +19.8% |
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 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