-15.3%
CDW vs BAM
+85.6%
-100.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +9.3% | -2.7% | +12.0% | +10.6% |
| 30D | +14.4% | +15.5% | -1.2% | +7.9% |
| 3M | +21.4% | -6.9% | +28.3% | +24.9% |
| 6M | +72.8% | +9.9% | +62.9% | +65.3% |
| YTD | +28.0% | +1.4% | +26.6% | +26.1% |
| 1Y | +19.3% | +3.3% | +16.1% | +16.5% |
| 3Y | -15.3% | +83.6% | -98.9% | -33.3% |
| All | -15.3% | +85.6% | -100.9% | -33.3% |
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