+293.0%
CDW vs BAH
+220.7%
+72.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | +0.7% |
| 7D | +2.1% | -3.5% | +5.6% | +3.4% |
| 30D | +14.7% | +24.3% | -9.5% | +5.8% |
| 3M | +11.1% | +16.3% | -5.2% | +4.8% |
| 6M | +45.6% | +13.6% | +32.0% | +37.9% |
| YTD | +17.1% | +3.5% | +13.6% | +13.2% |
| 1Y | +13.2% | +2.7% | +10.5% | +9.3% |
| 3Y | -22.2% | -26.6% | +4.4% | -19.9% |
| 5Y | -10.1% | +8.5% | -18.6% | -24.8% |
| All | +293.0% | +220.7% | +72.3% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling