+406.7%
BNY vs CDW
+300.6%
+106.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | -3.0% |
| 7D | -1.3% | +0.9% | -2.2% | -1.9% |
| 30D | -0.2% | +13.1% | -13.2% | -5.5% |
| 3M | +14.9% | +19.7% | -4.7% | +4.8% |
| 6M | +40.0% | +30.7% | +9.3% | +19.4% |
| YTD | +42.0% | +14.7% | +27.3% | +28.0% |
| 1Y | +56.9% | -5.3% | +62.2% | +53.4% |
| 3Y | +289.9% | -23.8% | +313.7% | +308.2% |
| 5Y | +259.2% | -16.8% | +276.0% | +250.8% |
| All | +406.7% | +300.6% | +106.1% | +158.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling