-1.5%
BND vs CDW
-2.4%
+0.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.7% |
| 7D | -0.1% | +13.1% | -13.2% | -0.3% |
| 30D | +1.3% | +19.1% | -17.8% | +0.9% |
| 3M | -0.7% | +24.7% | -25.4% | -1.2% |
| 6M | -1.6% | +63.4% | -65.0% | -2.6% |
| YTD | -1.0% | +26.3% | -27.3% | -1.6% |
| 1Y | -0.7% | +20.6% | -21.3% | -1.2% |
| 3Y | +14.1% | -16.3% | +30.4% | +14.3% |
| 5Y | -1.5% | -3.9% | +2.4% | -2.4% |
| All | -1.5% | -2.4% | +0.8% | -2.4% |
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