-21.5%
CDW vs BAM
+84.2%
-105.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.0% | -3.1% | -4.8% |
| 7D | -4.1% | +7.9% | -12.1% | -7.0% |
| 30D | +16.7% | +16.0% | +0.7% | +9.9% |
| 3M | +13.6% | +0.6% | +12.9% | +13.3% |
| 6M | +17.0% | +10.5% | +6.5% | +11.6% |
| YTD | +18.1% | +3.2% | +14.9% | +15.5% |
| 1Y | +10.5% | +1.0% | +9.4% | +8.9% |
| All | -21.5% | +84.2% | -105.7% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling