-13.3%
CDW vs BAM
+86.2%
-99.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +2.1% | +9.7% | -7.6% | -1.3% |
| 30D | +14.7% | +19.0% | -4.2% | +7.6% |
| 3M | +11.1% | +0.6% | +10.6% | +10.9% |
| 6M | +45.6% | +11.1% | +34.5% | +39.3% |
| YTD | +17.1% | +4.2% | +12.9% | +14.3% |
| 1Y | +13.2% | +3.3% | +9.8% | +10.6% |
| 3Y | -22.2% | +88.8% | -111.0% | -37.3% |
| All | -13.3% | +86.2% | -99.5% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling