+125.0%
BP vs CDW
+263.0%
-137.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.2% | +7.6% | +4.2% |
| 7D | +0.9% | -3.9% | +4.8% | +2.1% |
| 30D | +9.1% | +6.9% | +2.2% | +6.1% |
| 3M | +3.9% | +7.7% | -3.8% | -0.1% |
| 6M | +13.6% | +18.3% | -4.7% | +3.7% |
| YTD | +34.0% | +7.8% | +26.3% | +25.9% |
| 1Y | +39.2% | -12.2% | +51.3% | +40.6% |
| 3Y | +36.4% | -28.9% | +65.4% | +44.8% |
| 5Y | +135.8% | -22.8% | +158.6% | +134.1% |
| 10Y | +125.0% | +266.1% | -141.0% | +51.2% |
| All | +125.0% | +263.0% | -137.9% | +51.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling