-15.9%
CDW vs BAM
+78.0%
-93.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +3.2% | -2.0% | +5.1% | +3.9% |
| 30D | +9.3% | -2.9% | +12.2% | +10.5% |
| 3M | +9.8% | +9.4% | +0.4% | +5.9% |
| 6M | +23.3% | +10.8% | +12.6% | +17.7% |
| YTD | +13.7% | -0.4% | +14.1% | +12.7% |
| 1Y | -6.5% | -10.9% | +4.4% | -3.4% |
| 3Y | -25.2% | +61.3% | -86.5% | -37.2% |
| All | -15.9% | +78.0% | -93.8% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling