+30.8%
BX vs CDW
-29.2%
+60.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | +0.3% |
| 7D | -2.0% | -3.9% | +1.9% | -0.6% |
| 30D | -2.3% | +6.9% | -9.2% | -4.9% |
| 3M | +18.5% | +7.7% | +10.8% | +13.7% |
| 6M | +23.7% | +18.3% | +5.4% | +10.4% |
| YTD | -10.4% | +7.8% | -18.1% | -16.3% |
| 1Y | -19.6% | -12.2% | -7.4% | -15.8% |
| 3Y | +30.8% | -28.9% | +59.7% | +37.9% |
| All | +30.8% | -29.2% | +60.0% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling