+112.8%
BP vs CDW
-4.0%
+116.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | +3.8% | +9.3% | -5.5% | +2.1% |
| 30D | -5.3% | +14.4% | -19.7% | -8.0% |
| 3M | +9.3% | +21.4% | -12.2% | +4.5% |
| 6M | +7.2% | +72.8% | -65.6% | -6.2% |
| YTD | +38.0% | +28.0% | +10.0% | +28.4% |
| 1Y | +33.2% | +19.3% | +13.9% | +26.1% |
| 3Y | +50.3% | -15.3% | +65.6% | +51.0% |
| All | +112.8% | -4.0% | +116.8% | +92.4% |
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