+24.3%
BX vs CDW
-22.8%
+47.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | +1.2% |
| 7D | -2.0% | -3.9% | +1.9% | 0.0% |
| 30D | -2.3% | +6.9% | -9.2% | -6.3% |
| 3M | +18.5% | +7.7% | +10.8% | +11.1% |
| 6M | +23.7% | +18.3% | +5.4% | +4.5% |
| YTD | -10.4% | +7.8% | -18.1% | -19.8% |
| 1Y | -19.6% | -12.2% | -7.4% | -17.0% |
| 3Y | +30.8% | -28.9% | +59.7% | +50.4% |
| 5Y | +24.3% | -22.8% | +47.1% | +26.2% |
| All | +24.3% | -22.8% | +47.1% | +26.2% |
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 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