+142.2%
BP vs CDW
+312.7%
-170.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.1% |
| 7D | +3.8% | +9.3% | -5.5% | +0.8% |
| 30D | -5.3% | +14.4% | -19.7% | -10.0% |
| 3M | +9.3% | +21.4% | -12.2% | +1.0% |
| 6M | +7.2% | +72.8% | -65.6% | -14.0% |
| YTD | +38.0% | +28.0% | +10.0% | +21.3% |
| 1Y | +33.2% | +19.3% | +13.9% | +20.1% |
| 3Y | +50.3% | -15.3% | +65.6% | +49.4% |
| 5Y | +114.1% | -3.8% | +117.9% | +94.8% |
| All | +142.2% | +312.7% | -170.5% | +57.7% |
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