+863.2%
CDW vs BAH
+545.6%
+317.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | +3.2% | -3.2% | +6.4% | +4.3% |
| 30D | +9.3% | +2.0% | +7.3% | +8.5% |
| 3M | +9.8% | -7.6% | +17.4% | +12.2% |
| 6M | +23.3% | -5.7% | +29.0% | +24.7% |
| YTD | +13.7% | -11.7% | +25.4% | +16.5% |
| 1Y | -6.5% | -27.4% | +20.9% | +1.6% |
| 3Y | -25.2% | -32.5% | +7.3% | -20.7% |
| 5Y | -19.5% | -3.3% | -16.2% | -27.1% |
| 10Y | +285.8% | +186.0% | +99.8% | +161.7% |
| All | +863.2% | +545.6% | +317.6% | +523.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling