-9.1%
CDW vs BAM
+90.5%
-99.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +3.9% |
| 7D | +9.3% | +5.3% | +4.0% | +7.4% |
| 30D | +15.8% | +18.1% | -2.3% | +8.9% |
| 3M | +21.8% | +4.2% | +17.6% | +19.9% |
| 6M | +58.8% | +11.1% | +47.7% | +52.0% |
| YTD | +22.8% | +6.6% | +16.2% | +18.8% |
| 1Y | +17.9% | +6.2% | +11.7% | +14.1% |
| 3Y | -17.4% | +95.0% | -112.4% | -34.2% |
| All | -9.1% | +90.5% | -99.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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