-16.6%
BX vs CDW
-5.0%
-11.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -4.4% | +3.2% | -7.6% | -4.8% |
| 30D | +0.1% | +9.3% | -9.2% | -1.2% |
| 3M | +16.0% | +9.8% | +6.2% | +14.1% |
| 6M | +21.6% | +23.3% | -1.7% | +15.1% |
| YTD | -8.9% | +13.7% | -22.5% | -12.2% |
| 1Y | -16.6% | -6.5% | -10.1% | -18.6% |
| All | -16.6% | -5.0% | -11.6% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling