+1,167.1%
BX vs CDW
+903.1%
+264.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -4.4% | +3.2% | -7.6% | -6.0% |
| 30D | +0.1% | +9.3% | -9.2% | -5.2% |
| 3M | +16.0% | +9.8% | +6.2% | +7.8% |
| 6M | +21.6% | +23.3% | -1.7% | +1.8% |
| YTD | -8.9% | +13.7% | -22.5% | -20.5% |
| 1Y | -16.6% | -6.5% | -10.1% | -18.7% |
| 3Y | +43.3% | -25.2% | +68.6% | +57.1% |
| 5Y | +25.7% | -19.5% | +45.2% | +31.3% |
| 10Y | +689.5% | +285.8% | +403.7% | +270.2% |
| All | +1,167.1% | +903.1% | +264.0% | +373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling