+319.5%
CDW vs BAH
+218.8%
+100.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.3% | +4.3% |
| 7D | +9.3% | -1.5% | +10.8% | +9.9% |
| 30D | +15.8% | +17.3% | -1.5% | +9.1% |
| 3M | +21.8% | +14.9% | +6.9% | +15.4% |
| 6M | +58.8% | +14.2% | +44.5% | +50.1% |
| YTD | +22.8% | +5.1% | +17.6% | +18.0% |
| 1Y | +17.9% | +2.1% | +15.8% | +14.2% |
| 3Y | -17.4% | -26.0% | +8.6% | -15.1% |
| 5Y | -5.7% | +9.0% | -14.7% | -21.2% |
| 10Y | +319.5% | +208.8% | +110.7% | +152.1% |
| All | +319.5% | +218.8% | +100.7% | +152.1% |
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