-1.5%
BND vs CDW
-22.8%
+21.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | 0.0% |
| 7D | +0.1% | -3.9% | +4.0% | +0.2% |
| 30D | -0.4% | +6.9% | -7.2% | -0.5% |
| 3M | -0.2% | +7.7% | -7.9% | -0.4% |
| 6M | -1.2% | +18.3% | -19.5% | -1.6% |
| YTD | -0.3% | +7.8% | -8.1% | -0.6% |
| 1Y | +0.4% | -12.2% | +12.6% | +0.6% |
| 3Y | +13.4% | -28.9% | +42.3% | +13.9% |
| 5Y | -1.5% | -22.8% | +21.3% | -2.3% |
| All | -1.5% | -22.8% | +21.3% | -2.3% |
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