+30.3%
BN vs CDW
-10.5%
+40.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +5.3% | +2.1% | +3.3% | +4.2% |
| 30D | +11.9% | +14.7% | -2.9% | +5.2% |
| 3M | -5.7% | +11.1% | -16.9% | -10.9% |
| 6M | -10.6% | +45.6% | -56.2% | -27.4% |
| YTD | -9.4% | +17.1% | -26.5% | -20.2% |
| 1Y | -8.8% | +13.2% | -21.9% | -18.2% |
| 3Y | +95.6% | -22.2% | +117.8% | +108.4% |
| All | +30.3% | -10.5% | +40.8% | +17.7% |
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