+30.1%
BND vs CDW
+1,039.4%
-1,009.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | -0.6% | +2.6% | -3.1% | -0.6% |
| 30D | +1.6% | +20.4% | -18.8% | +1.4% |
| 3M | -0.5% | +28.5% | -28.9% | -0.7% |
| 6M | -1.1% | +70.6% | -71.7% | -1.6% |
| YTD | -0.7% | +29.1% | -29.8% | -1.0% |
| 1Y | -0.7% | +23.8% | -24.4% | -1.0% |
| 3Y | +14.4% | -14.5% | +28.9% | +14.4% |
| 5Y | -1.1% | -1.6% | +0.5% | -1.3% |
| 10Y | +17.9% | +322.0% | -304.1% | +19.1% |
| All | +30.1% | +1,039.4% | -1,009.3% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling